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 amet 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 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 amet 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