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 .95.

Year Fund Market Risk-Free
2015 23.00 % 43.50 % 3 %
2016 25.10 21.40 5
2017 14.30 15.10 2
2018 6.80 8.80 6
2019 2.34 5.20 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.)

Note: answer is not

Jensens alpha: 32.62

Information Ration: 0.4218

Do not round intermediate calculations.

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