Question: Problem 1 3 - 2 0 Jensen Alpha You have been given following return information for a mutual fund, the market index and the risk

Problem 13-20 Jensen Alpha You have been given following return information for a mutual fund, the market index and the risk-free rate. You also know that the return correlation between fund and market is .96 Years 2018,2019,2020,2021,2022 fund -14.85,25.1,12.9,7.2,-1.50 Market -29.5,20.0,10.9,8.0,-3.2 Risk-free 3%,5%,2%,5%,3% calculate jensen's alpha and information ratio

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