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 0.93.
Year Fund Market Risk-Free
201823.60%44.50%1%
201925.1021.503
202014.4015.402
20217.009.206
20222.406.202
Calculate Jensens alpha for the fund, as well as its information ratio.

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