Please show the Jensens measure

Oo 7) Calculate the Sharpe, Treynor andJensens measure for the Neabsco Portfolio: The risk free rate: 3.5% Neabsco total portfolio return = 9.4% Neabsco portfolio standard deviation = 12% Neabsco portfolio beta = 1.2 The market return 8% Treynor: (9.4%-3.5%) / 1.2 = 4.917% Sharpe: (9.4%-3.5%) / 12% = 0.4917% Jensens: 9.4%-(3.5% + 1.2(8%-3.5%)) 3.5% + 13.8% = 17.3% 9.4%-17.3% = 7.9%