The market portfolio is expected to return 15%, the risk-free asset returns 5%, and securities A and B are expected to return 12% and 16%, respectively. The correlations of the securities with the market are estimated to be 0.8 and 0.9, respectively, and the standard deviations of the returns are estimated as σA = 0.3, σB = 0.6, and σM = 0.3. Find Jensen, Treynor, and Sharpe indexes for the securities A and B.