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

$$

YearPapa FundMama FundMarketRisk$-$Free$201112\mathrm{.}6\%22\mathrm{.}6\%24\mathrm{.}5\%1\%201225\mathrm{.}418\mathrm{.}519\mathrm{.}5320138\mathrm{.}59\mathrm{.}29\mathrm{.}42201415\mathrm{.}58\mathrm{.}57\mathrm{.}6420152\mathrm{.}61\mathrm{.}22\mathrm{.}22$

$$

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.$)$