(Answered) Consider the following data for a particular sample

Finance

Consider the following data for a particular sample period:

	Portfolio P	Market M
Average return	35%	28%
Beta	1.20	1.00
Standard deviation	42%	30%
Tracking error (nonsystematic risk), (e )	18%	0

Calculate the following performance measures for portfolio P and the market:

Sharpe, Jensen (alpha), Treynor, information ratio. The T-bill rate during the period was 6%. By which measures did portfolio P outperform the market?

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