Suppose the returns and corresponding beta values for two assets (A and B) were as indicated in this figure: 0.15 0.10 Tf = 0.05 0.5 1.0 1.5 1. Compute the Treynor index for A and B. Interpret the results. 2. Compute the Jensen Index for A and B. Interpret the results. 3. Suppose one manager had selected a portfolio represented by A and another manager had selected a portfolio represented by B. Would you feel confident in evaluating the manager's relative performance with the Treynor or Jensen results? Explain.

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