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

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.93. Year 2015 2016 2017 2018 2019 Fund -16.403 25.10 13.20 6.20 -1.68 Market -32.503 20.30 11.80 8.00 -3.20 Risk-Free 33 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 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.93. Year 2015 2016 2017 2018 2019 Fund -16.403 25.10 13.20 6.20 -1.68 Market -32.503 20.30 11.80 8.00 -3.20 Risk-Free 33 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

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