Sharpe ratio = 0.3667

Treynor measure = 0.0917

Jensen's alpha = 0.0632

Information ratio = 0.158

What is the M² measure?

Please respond 100% accurately!!!!!

indro You've collected the following historical information: - Return on risky portfolio: 13% - Beta of risky portfolio: 1.2 - Standard deviation of returns: 30% - Residual standard deviation (tracking error): 40% - Treasury bill rate: 2% - Return on S\&P 500: 5.9\% - Standard deviation of returns on S\&P 500: 22% Your job is to evaluate the performance of the risky portfolio