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Based on the following information for mutual funds A and B, find Jensens alpha, Sharpe ratio, Treynor ratio, and Information ratio. Which fund is preferable

Based on the following information for mutual funds A and B, find Jensens alpha, Sharpe ratio, Treynor ratio, and Information ratio. Which fund is preferable based on each performance measure? Can you make an overall recommendation between the two? (10 points) A B Beta 1.3 1.6 Standard deviation 8% 14% Standard deviation of nonsystematic risk 5% 10% Expected return 14% 17% Market return 10% 10% Risk-free rate 2% 2%

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