Question: 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

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 .97.

Year, Fund, Market, Risk-Free

2015, 15.13 %, 25.50 %, 2 %

2016, 25.10, 19.60, 4

2017, 12.50, 9.70, 2

2018, 6.40, 7.60, 4

2019, 1.26, 2.20, 3

Calculate Jensens alpha for the fund, as well as its information ratio.

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