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Compute the sharpe ratio treynor ratio jensens alpha

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You have been given the following return information for two mutual funds (Papa and Mama), the market index, and the risk-free rate.

Year Papa Fund Mama Fund Market Risk-Free

2008 -12.6% -22.6 -24.5% 1%

2009 25.4 18.5 19.5 3

2010 8.5 9.2 9.4 2

2011 15.5 8.5 7.6 4

2012 2.6 -1.2 -2.2 2

Calculate the Sharpe ratio, Treynor ratio, Jensen's alpha, information ratio, and R-squared for both funds and determine which is the best choice for your portfolio.

Reference no: EM13390534

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