Consider the following data for a particular period:

Consider the following data for a particular period:

Portfolio (P)
market (M)

----------------------------------------------------
-----

Average
return
35 % 28 %

Beta

1.2 1.0

Standard
deviation
4.2 % 30 %

Non-systematic
risk 18
% ----

Calculate the following performance measures for portfolio
(P) and the market (M) by using Sharpe, Jensen and Treynor
methods. The T-bill rate during the period was 6 % by
which measures did portfolio P outperform the market $

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Consider the following data for a particular period: ..

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