You are given the following information for two funds A and B, relating to the ir performance over the last five years. Cumulative Total Covariance of Return Standard deviation Return over 5 Years of Return with Market A 76.20% 0.22 0.044 101.10% 0.32 0.075 Market 92.50% 0.25 Risk-free Investment 40.30% Calculate the Treyno r, Sharpe and Jensen performance measures for Funds A and B. What do they tell you about the performance of the funds? WRA