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 .96.

Year Fund Market Risk-Free
2015 17.00 % 33.50 % 2 %
2016 25.10 20.40 6
2017 13.30 12.10 2
2018 6.40 8.00 5
2019 1.74 3.20 3

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.)

jensens alpha %

information alpha %

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