Use the following: Portfolio A's return last year was 6%. It has a standard deviation of 12% and a Beta of 1.2. The risk-free rate is 3%, the return on the market last year was 4% and the market std. dev. is 15%. What is the Sharpe Ratio for Portfolio A? Question 1 options: C 1 0.20 C 2) 0.25 C 3) 0.40 C 4) 0.50 uestion 2 (2.5 points) Use the following: Portfolio A's return last year was 6%. It has a standard deviation of 12% and a Beta of 1.2. The risk-free rate is 3%, the return on the market last year was 4% and the market std. dev. is 15%. What is the Jensen Alpha for Portfolio A? Question 2 options: 1) 2.0% 2) 3.0% 3) 1.8% 4) -1.8% 5) 4.8%