Consider the following data for portfolios A B & C:ABCM

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    Consider the following data for portfolios A B & C:ABCMarketActual Return9%10%11% 9%Beta1.2.81.1 1.0Standard Deviation22%18%24% 20%Risk free rate is 1%(1.) Calculate the following performance measures for A B & C:(a) Sharpe(b) Treynor(c) Jensen(d) M2(2.) Compare A B & C using the different measures. How do you determine which portfolio had the superior return? What other information do you need to decide?
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