Kindly assist with interpretation of Sharpe, Treynor and Jenson Ratios.

My answers are as follows, I need to add financial commentary on the results.

Sharpe Ratio	=	(Rp-Rf)/
	=	(Portfolio return/Risk Free Rate)/Standard Deviation
Portfolio Return	=	3.08% (Advtech return (av) above)
Risk Free Rate	=	3.06% (Treasury bill rate: given)
Standard Deviation of the portfolio	=	0.15% (Workings above)
Sharpe Ratio	=	(3.08%-3.06%)/0.15%
Sharpe Ratio	=	0.133
Treynor ratio	=	(Rp-Rf)/
	=	(Portfolio Return - Risk Free Rate )/Beta
Portfolio Return	=	3.08% (Advtech return)
Risk Free Rate	=	3.06% (Treasury bill rate: given)
Beta of the portfolio	=	0.8 (Given)
Treynor ratio	=	(3.08%-3.06%/0.8
Treynor ratio	=	0.00025
Jensen Ratio	=	Rp (rf + bp(Rm rf))
	=	Portfolio Retun- (Risk Free Rate+Beta (Market Return-Risk Free Rate))
Portfolio Return	=	3.08% (Advtech return)
Risk Free Rate	=	3.06% (Given)
Beta	=	0 (Given)
Market Return	=	3% (Market Index given)
Jensen Ratio	=	3.08%-(3.06%+0(3%-3.06%)
Jensen Ratio	=	0.02%