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 .89.

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 89. Year 2015 2016 2017 2018 2019 Fund -17.60% 25.10 13.40 6.60 -1.80 Market -34.50% 20.50 12.40 8.40 -4.20 Risk-Free 2% 4 2 5 3 Calculate Jensen's 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.) Jensen's alpha Information ratio