Fill in the empty spaces in the table below, depending on your preference. The risk-free rate is 3%. The market return is 13% and the standard deviation of market return is 5%.

Fund Return (%)= %18 Standard deviation (%) % 20 Beta = 2

A

a) Calculate the Sharpe Ratio of the fund. b) Calculate the Treynor Ratio of the fund. c) Calculate the Jensen Alpha of the fund. . d) Calculate the M2 Measure of the fund.