One-Factor model with the market portfolio has been estimated for excess returns of funds A and B with the following results:

Ra = .03 + .7Rm + eA

Rb = .01 + .9Rm + eB

M = .35; (eA) = .20 (eB) = .10

For both functions report the Jensens's alpha, adjusted Treynor ratio and Information ratio. Then find the Sharpe ratios of the funds if the market risk premium is 10%