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

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.
Calculate Jensen's alpha for the fund, as well as its information ratio.
Note: 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

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