Question: You have been given the following return information for two mutual funds (Papa and Mama), the market index, and the risk-free rate. Risk-Free Year 2011

 You have been given the following return information for two mutual

You have been given the following return information for two mutual funds (Papa and Mama), the market index, and the risk-free rate. Risk-Free Year 2011 2012 2013 2014 2015 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 met Calculate the Sharpe ratio, Treynor ratio, Jensen's alpha, information ratio, and R-squared for both funds. (Input all amounts as positive values. Do not round intermediate calculations. Enter all answers as a decimal value rounded to 4 decimal places.) Papa Mama Sharpe ratio Treynor ratio Jensen's alpha Information ratio R-squared

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