You have been given the following Return information on two mutual funds (A and B), the market index, and the Risk-free Rare. Risk-free B -22.6% 18.5 25.4 2011 2012 2013 Market - 24.5% 19.5 9.4 7.6 3 2 9.2 8.5 d d I 8.5 2014 15.5 -2.2 2 -1.2 2015 2.6 Calculate the sharpe Ratio, Treynor Ratio, Jensens alpha, information Ratio, and R-squared for both funds (A and and B) Please Show work and excel formulas! 06