You have been given the following return information for two mutual funds (Papa and Mama), the market index, and the risk-free rate. Papa Fund Mama Fund -12.6% 25.4 8.5 15.5 2.6 Year 2018 2019 2020 2021 2022 -22.6% 18.5 Sharpe ratio Treynor ratio Jensen's alpha Tracking Error Information ratio Correlation R-squared 9.2 8.5 -1.2 Calculate the Sharpe ratio, Treynor ratio, Jensen's alpha, information ratio, and R-squared for both funds. Note: Input all amounts as positive values. Do not round intermediate calculations. Enter all answers as a decimal value rounded to 4 decimal places. Papa 0.3845 0.0663 0.0584 Market Risk-Free -24.5% 1% 19.5 3 9.4 2 7.6 -2.2 0.0125 0.9635 0.9283 4 2 % Mama 0.0051 0.0009 0.0049 0.0044 0.9996 0.9992 %