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The risk-free rate of interest is 4.0% and the equity risk (or market risk) premium is 5.0%. What are the sharp ratio for portfolio B?

The risk-free rate of interest is 4.0% and the equity risk (or market risk) premium is 5.0%.

What are the sharp ratio for portfolio B?

What is the Treynor Ratios for portfolio B?

What is the Jensen alphas for portfolio B?
You are given the following information of three portfolios over the last year. Portfolio A Portfolio B Market Portfolio Average Return 12.0% 14.5% 9.0% Beta 1.20 1.40 1.00 Standard Deviation 20.0% 24% 18.0%

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