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The risk-free rate is currently 7.6%. Use the data in the accompanying table for the...

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The risk-free rate is currently 7.6%. Use the data in the accompanying table for the Fio family's portfolio and the market portfolio during the year just ended to answer the questions that follow. top-right corner of the data table below in order to copy its contents into a spreadsheet) Click on the icon located on the Data Item Rate of return Standard deviation of return Beta Fios' Portfolio 13 396 13 4% 1.29 Market Portfolio 11.4% 10.4% 1.00 a. Calculate Sharpe's measure for the portfolio and the market. Compare the two measures, and assess the performance of the Fios' portfolio during the year just ended. b. Calculate Treynor's measure for the portfolio and the market. Compare the two, and assess the performance of the Fios' portfolio during the year just ended c. Calculate Jensen's measure (Jensen's alpha). Use it to assess the performance of the Fios' portfolio during the year just ended d. On the basis of your findings in parts a, b, and c, assess the performance of the Fios' portfolio during the year just ended. a. The Sharpe's measure for the Fio portfolio is(Round to two decimal places.)

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