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 0.93.

Year Fund Market Risk-Free
2011 16.40 % 32.50 % 3 %
2012 25.10 20.30 4
2013 13.20 11.80 2
2014 6.20 8.00 5
2015 1.68 3.20 3

Jensens alpha %
Information ratio

Calculate Jensens 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.)

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