4. [20%] You perform a regression using a single-index model for the evaluation of two mutual fund portfolio, Care for the Environment and Care for the Earth. During that period the risk-free rate was 6% and an average market return of 14%. In regression the dependent variable is the excess return and the variable independent is market excess return. Then get the next result. Care for the Environment Care for the Earth The estimation results of the index model 1% + 1.2 (Rm-Rf) 2% + 0.8 (Rm-Rf) R-square 0.576 0.436 Standard Deviation of residual 10.3% 19.1% Standard Deviation from Exess returns 21.5% 24.9% a) Calculate Jensen's Alpha, Appraisal ratio, Sharpe ratio, and Treynor ratio from each mutual funds