Suppose that the Single Index Model is valid, and you have the following information on different assets:

Asset Historical

average return $()$

STD$($s$)$ Beta $()$ Residual variance

Portfolio A $28\%50\%0\mathrm{.}09$

T$-$bills $4\%000$

Market index portfolio $16\%25\%10$

A$)$ Calculate the measure for Portfolio A$.(6$ points$)$