Return statistics for AT\&T, General motors, the S\&P 500 and the risk-free asset, Treasury bills, are given below: Calculate the excess returns for a portfolio composed of 60% AT\&T and 40%GM. What is the arithmetic average excess return for the portfolio? Correct Regress the excess return on the portfolio on the excess return on the S\&P 500 . What is the beta of the portfolio? Correct Part 3 Attempt 5/10 for 10 pts. What is the R2 of the regression? Part 4 Attempt 2/10 for 10 pts. What is the Jensen's alpha of the portfolio? Part 5 Attempt 2/10 for 10 pts. What is the portfolio's Sharpe ratio? Part 5 Attempt 2/10 for 10 pts. What is the portfolio's Sharpe ratio? Part 6 Attempt 1/10 for 10 pts. What is the portfolio's Treynor ratio