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. (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