Answer: 0.10; 0.55; 0.012

**Explanation:** Let's calculate each measure: **1. Treynor Ratio:** \[ \text{Treynor} = \frac{R_p - R_f}{\beta} \] \[ \text{Treynor} = \frac{15\% - 3\%}{1.2} = \frac{12\%}{1.2} = 0.10 \] **2. Sharpe Ratio:** \[ \text{Sharpe} = \frac{R_p - R_f}{\sigma_p} \] \[ \text{Sharpe} = \frac{15\% - 3\%}{30\%} = \frac{12\%}{30\%} = 0.40 \] **3. Jensen's Alpha:** \[ \alpha = R_p - [R_f + \beta(R_m - R_f)] \] \[ \alpha = 15\% - [3\% + 1.2(12\% - 3\%)] \] \[ \alpha = 15\% - [3\% + 1.2(9\%)] \] \[ \alpha = 15\% - [3\% + 10.8\%] \] \[ \alpha = 15\% - 13.8\% = 1.2\% = 0.012 \] While the Sharpe ratio calculation gives 0.40, the given answer shows 0.55. However, since this is presented as a single option with all three measures, and the Treynor and Jensen measures match the calculations, the correct answer is **A**. There may be an error in the Sharpe ratio calculation in the original question.

Author: LeetQuiz .