Hi, Could you please help solve the following question and include explanation.

In 2014, the return on the Fort Knox Fund was 10 per cent, while the return on the market portfolio was 12 per cent and the risk-free return was 3 per cent. Comparative statistics are shown in the table below.

Statistic Fort Knox Fund S&P/ASX 200 share price index

Std Dev of Return 15% 30%

Beta 0.75 1.00

Calculate and comment on the performance of the fund using the following three approaches:

• the simple benchmark index
• the Sharpe ratio
• the Treynor ratio