part V $(10$ Points$)$

An analyst wants to evaluate a portfolio $P.$ The following table provides the average annual rate of return and

risk measures for both the portfolio $P$ and the market portfolio. The annual risk$-$free rate is $2\%.$

A$.$ Calculate the Sharpe ratio, Treynor ratio, and Jensen's alpha of Portfolio P and the market portfolio.

Evaluate the performance of portfolio $P$ relative to the market portfolio based on each calculated ratio.

$(8$ points$)$

B$.$ Do we get conflicting results using above ratios? Why? $(2$ points$)$