4) (20 points) Use the data about two mutual funds in the table below to answer the following questions. The risk-free rate is 3%. The market return is 10% and the standard deviation of market return is 2%. Fund Return (%) Standard deviation (%) Beta A 14 6 1.5 B 12 4 0.5 a) Calculate the Sharpe Ratios of these two funds and state which fund is performing better. b) Calculate the Treynor Ratios of these two funds and state which fund is performing better. c) Calculate the Jensen Alphas of these two funds and state which fund is performing better