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Given that the rate of return on Treasury bills is 108 and the average annual totat rate of return on shares on the market composite

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Given that the rate of return on Treasury bills is 108 and the average annual totat rate of return on shares on the market composite is index 18%, deternine the following: (i) The Jensen Alpha portfolio performance measure for Portfolio A. (ii) The Sharpe pont folio performance aucasure for Portfolio B. (iii) The Treynor porifolio performance measure for Portfotio C. (iv) Which portfolio has the tuighed jensen alpha (show jour malysiey? (v) Wisat is the meaning or intempelation of the Freynor pentivlio perfbsmance meanme ealculated in pare (tri) above? 14t$+4+t+4=7 marisi

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