Question: soogle Imported From Sa... A Surfers Guide T... Mail - McCallum,... Mint Chapter 13 0 Saved You have been given the following return information for

soogle Imported From Sa... A Surfers Guide T... Mail - McCallum,... Mint Chapter 13 0 Saved You have been given the following return information for a mutual fund, the return correlation between the fund and the market is.98. Year 2015 2016 2017 2018 2019 Fund -23.608 25.10 14.40 7.00 -2.40 Market -44.508 21.50 15.40 9.20 -6.20 Risk-Free 18 3 2 6 2 Calculate Jensen's alpha for the fund, as well as its information ratio. (Do notre percent rounded to 2 decimal places. Round the ratio to 4 decimal places.) Jensen's alpha Information ratio 3.77 % 0.4063

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