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The following data are available relating to the performance of Everlasting Equity Fund and the market proxy: Average Return for Everlasting Market =24% Average Return

The following data are available relating to the performance of Everlasting Equity Fund and the market proxy:

Average Return for Everlasting Market =24%

Average Return for the market portfolio=15%

Standard Deviation for Everlasting =20%

Beta for everlasting =0.8

standard deviation for the market = 16%

The risk-free return during the sample period was 6%.

Correlation between Everlasting return and market return is 0.96

The risk-free return during the sample period was 6%.

Correlation between Everlasting return and market return is 0.96

Required

Calculate the Treynor Ratio and Jensen's Alpha

for Everlasting Equity Fund and the Market Portfolio.

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