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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

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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 for the market portfolio=15% Standard deviation for Everlasting -20% Beta for everlasting =0.B standard deviation for the market = 1696 The risk free return during the sample period was 6. Correlation between Everlasting return and market return is 0.96 The riskifree return during the sample period was, Correlation between Everlasting retum and market return is 0.96 Required Calculate the Treyner Ratio and Jensen's Alpha for Everlasting Equity Fund and the Market Portfolio

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