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

$201512\mathrm{.}6\%22\mathrm{.}6\%24\mathrm{.}5\%1\%$

$201625\mathrm{.}418\mathrm{.}519\mathrm{.}53$

$20178\mathrm{.}59\mathrm{.}29\mathrm{.}42$

$201815\mathrm{.}58\mathrm{.}57\mathrm{.}64$

$20192\mathrm{.}61\mathrm{.}22\mathrm{.}22$

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