Evaluating Performance Using Risk-Adjusted Measures

In assessing the performance of a diversified equity portfolio, an analyst seeks to determine the risk-adjusted returns in order to evaluate manager performance accurately. The portfolio has generated a return of 12% over the past year with a standard deviation of 18%. The risk-free rate during the same period was 2%, and the benchmark index had a return of 9% with a standard deviation of 15%. The analyst is considering three different risk-adjusted performance measures: the Sharpe Ratio, the Treynor Ratio, and Jensen's Alpha.

Which of the following statements regarding the portfolio's performance using these measures is correct?