You've collected the following historical information: - Return on risky portfolio: 18% - Beta of risky portfolio: 1.5 - Standard deviation of returns: 25% - Residual standard deviation (tracking error): 40% - Treasury bill rate: 2% - Return on S\&P 500: 5.1\% - Standard deviation of returns on S\&P 500: 22% Your job is to evaluate the performance of the risky portfc Part 1 What is the Sharpe ratio? Part 2 Attempt 1/10 for 10 pts. What is the Treynor measure? Part 3 Attempt 1/10 for 10 pts. What is Jensen's alpha? Part 4 Attempt 1/10 for 10 pts. What is the information ratio? Part 5 Attempt 1/10 for 10 pts. What is the M2 measure