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 .96. Risk-Free 3% 5 Year 2015 2016 2017 2018 2019 Fund -14.85% 25.10 12.90 7.20 -1.50 Market -29.50% 20.00 10.90 8.00 -3.20 5 3 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.)