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You are looking for potential investment opportunities. The average returns, standard deviations, and betas for the funds and the S&P500 index are given below. The

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You are looking for potential investment opportunities. The average returns, standard deviations, and betas for the funds and the S&P500 index are given below. The T-bill rate is 5%. American Growth (AG) International Blue-chip (IB) S&P500 Average Return 19% 30% 13% Beta 2.0 3.1 1 Standard Deviation 18% 28% 12% 1) Calculate the Sharpe Measure for AG, IB, and S&P500 Index. Based on Sharpe Measure, which one is the best out of them? (6 points) 2) Calculate the Treynor Measure for AG, IB, and S&P500 Index. Based on Treynor Measure, which one is the best out of them? (6 points) 3) Calculate the Jensen Measure for AG and IB. Which one is the better investment opportunity? (6 points) 4) Calculate the M Square measure of AG relative to S&P500 index. (5 points) 5) Calculate the T Square measure of IB relative to S&P500 index. (5 points)

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