The details of three portfolios are given below. Compare these portfolios on performance using the Sharpe, Treynor and Jensen's measures.

$\backslash$table$[[$Portfolio$,$Average return,Standard deviation,Beta$],[1,15\%,0\mathrm{.}25,1\mathrm{.}25],[2,12\%,0\mathrm{.}30,0\mathrm{.}75],[3,10\%,0\mathrm{.}20,1\mathrm{.}10],[$Market index,$12\%,0\mathrm{.}25,1\mathrm{.}20]]$

The risk$-$free rate of return is $9\%.$