You manage a portfolio with 90% in Stock A and 10% in Mutual Fund B. Five months have passed and you have the following statistics for the two assets and portfolio.

Stock A Mutual Fund B

Average monthly return. 1.15% 0.25%

Standard deviation. 1.3% 0.5%

Beta. 1.5 0.3

Portfolio monthly standard deviation: 1.10%

Annual market return is 11% and annual risk-free rate is 1%.

Question (a): What's the monthly portfolio return? (in %, keep two decimals) %

Question (b): What's the portfolio beta?(keep two decimals)

Question (c): What's Sharpe ratio of the portfolio?(keep two decimals)

Question (d): What's Jensen's Alpha of the portfolio based on monthly data? (in %, keep two decimals)%