2. Omega Corporation is a fund house with 4 fund managers and their investment performance for the last financial year is shown below:

	Fund A	Fund B	Fund C	Fund D	Market Index
Annual return	6.45%	8.96%	9.44%	5.82%	6.00%
Fund Beta	0.88	1.02	1.36	0.80	1.00
Standard deviation of return	2.74%	4.54%	3.72%	2.64%	2.80%
Standard deviation of excess return	5.60%	6.10%	12.50%	5.30%	N/A

The market index returns and risk-free rate of return for the relevant period were 6% and 3% respectively. Calculate the Jensen measure, Treynor measure, Sharpe measure, and M2 for each fund (2 decimal places) (Assume: M2 = risk-free rate + Sharpe measure x standard deviation of market index market index return)