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

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

Year Papa Fund Mama Fund Market Risk-Free
2011 -12.6% -22.6% -24.5% 1%
2012 25.4 18.5 19.5 3
2013 8.5 9.2 9.4 2
2014 15.5 8.5 7.6 4
2015 2.6 -1.2 -2.2 2

Calculate the Sharpe ratio, Treynor ratio, Jensens alpha, information ratio, and R-squared for both funds.

Papa Mama
Sharpe ratio
Treynor ratio
Jensens alpha
Information ratio
R-squared

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