The risk-free rate is 3% p.a., and the expected return on the market portfolio is 11%. Portfolio A has a beta of 1.2. The standard deviation of the market portfolio is 8.2% and the correlation of Portfolio A with the market portfolio is 0.8. The average expected return of Portfolio A is 15%. Calculate the following performance metrics for Portfolio A: 1. Treynor Ratio 2. Jensen's alpha 3. Sharpe Ratio Edit View Insert Format Tools Table