Question: Can you solve this using an excel spreadsheet? 23. Performance Metrics (LOI, CFAI) You have been given the following return information for two mutual funds
23. Performance Metrics (LOI, CFAI) You have been given the following return information for two mutual funds (Papa and Mama), the market index, and the risk-free rate. Year 2018 2019 2020 2021 2022 Papa Fund -12.6% 25.4 8.5 15.5 2.6 Mama Fund -22.6% 18.5 9.2 8.5 -1.2 Market -24.5% 19.5 9.4 7.6 -2.2 Risk-Free 1% 3 2 4 2 Calculate the Sharpe ratio, Treynor ratio, Jensen's alpha, information ratio, and R-squared for both funds and determine which is the best choice for your portfolio.
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