Problem:
Consider a portfolio with an expected return of 11%, a standard deviation of 10%, and a beta of 0.7. The risk-free rate is 3% and the return on the market is 9%.
Required:
Question: Calculate the required return (using CAPM), Jensen's alpha, Sharpe ratio, and Treynor's ratio of this portfolio.
Note: Please provide equation and explain comprehensively and give step by step solution.