q 6 please

6. In 2008 the return on the Safety First Fund was 10%, while the return on the market portfolio was 12% and the risk-free return was 3%. Comparative statistics are shown in the table below Safety First Fund Market Portfolio Statistic Standard deviation of return Beta Residual standard deviation o(e) 0.75 4.0% 1.00 0% 1 Calculate and comment on: (a) The Sharpe ratio (b) The Treynor ratio (c) Jensen's alpha (d) The information ratio (e) M2