Calculate the sharpe ratio and jensens alpha for the, Financial Management

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Calculate the sharpe ratio and jensens alpha for the

Your portfolio had a return of 20% last year. Its standard deviation is 35% and its beta is 1.2. the market has a return of 16% with 25% standard deviation, and the risk free rate is 5%. Question:

1) Calculate the Sharpe ratio and Jensen’s alpha for the portfolio.

2) Calculate the Sharpe ratio for the market.

3) Evaluate the performance of the portfolio

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Financial Management: Calculate the sharpe ratio and jensens alpha for the

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Financial Management: Calculate the sharpe ratio and jensens alpha for the

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