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Using the data below, please solve for the Sharpe Ratio, Treynor's Measure, and Information Ratio. Market Data Return Standard Deviation Beta Market Data 0.120 0.200

Using the data below, please solve for the Sharpe Ratio, Treynor's Measure, and Information Ratio.

Market Data Return Standard Deviation Beta
Market Data 0.120 0.200 1.000
Risk-Free Rate 0.025 0.000 0.000
Company Data A B C
Alpha 0.015 0.020 -0.005
Beta 1.200 0.800 1.250
Residual standard deviation, (e) 0.105 0.195 0.067
Standard Deviation of Excess Return 0.245 0.235 0.210
Required:
Using the data above, please solve for the Sharpe Ratio, Treynor's Measure, and Information Ratio.
Negative answers should be input and displayed as a negative values. All other answers should be input and displayed as positive values.)
Risk-Adjusted Performance Measures A B C Market
Sharpe Ratio
Treynor's Measure
Information Ratio

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