You have been given the following return 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 $\mathrm{.}96.$

Calculate Jensen's alpha for the fund, as well as its information

ratio. $($Do not round intermediate calculations. Enter the alpha

as a percent rounded to $2$ decimal places. Round the ratio to $4$

decimal places.$)$