Question: I need help finding the information ratio. I have already solved for Jensen's Alpha Consider the following information for a mutual fund, the market index,

I need help finding the information ratio. I have already solved

I need help finding the information ratio. I have already solved for Jensen's Alpha

for Jensen's Alpha Consider the following information for a mutual fund, the

Consider the following information for a mutual fund, the market index, and the risk-free rate. You also know that the return correlation between the fund and the market is .95. Year 2008 2009 2010 2011 2012 Fund Market Risk-Free -15.80 % -31.5 % 3 % 25.1 20.2 5 13.1 11.5 2 7.6 8.0 5 -1.62 -3.2 3 Calculate Jensen's alpha for the fund, as well as its information ratio. (Do not round intermediate calculations. Round your Jensen's alpha answer to 2 decimal places and Information ratio answer to 4 decimal places. Omit the "%" sign in your response.) Jensen's alpha Information ratio %

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