Malone's portfolio earned a return of 11.8% during the year just ended. The portfolio's standard deviation of return was 14.1%, and its beta was 1.20 The risk-free rate is currently 5% During the year , the return on the market portfolio was 9.0 %. The market portfolio standard deviation was 9.4 %, and its beta was 1.00.

1. Calculate Sharpe's measure for the portfolio and the market

2.Calculate Treynor's measure for the portfolio and the market

3.Calculate Jensen's measure ( Jensen's alpha )

4.Use your findings to discuss the performance of Malone's portfolio reltaive to the market during the year just ended