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Calculate the treynor measure and sharpe measure

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Reference no: EM131980687

The average returns, standard deviations, and betas for three funds are given below along with data for the S&P 500 Index. The risk-free return during the sample period is 9%.

Fund A: avg 13.6%, st dev 40%, beta 1.1

Fund B: avg 13.1%, st dev 25%, beta 1.0

Fund C: avg 12.4%, st dev 30%, beta 1.3

S&P 500: avg 12%, st dev 15%, beta 1

For all three...

Calculate the Sharpe measure

Calculate the Treynor measure

calculate the Jensen measure

please show work

Reference no: EM131980687

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