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 0.97.

Year	Fund		Market		Risk-Free
2011	15.20	%	30.50	%	3	%
2012	25.10		20.10		4
2013	13.00		11.20		2
2014	7.40		8.00		5
2015	1.56		3.20		2

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.)

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 0.97.

Year	Fund		Market		Risk-Free
2011	20.6	%	39.5	%	1	%
2012	25.1		21.0		3
2013	13.9		13.9		2
2014	7.6		8.8		4
2015	2.1		5.2		2

What are the Sharpe and Treynor ratios for the fund? (Do not round intermediate calculations. Round your answers to 4 decimal places.)