Question: You have been given the following return information for a mutual fund, the market index, and the risk-fee rate. You also know that the return
ted Bkhoard Welcome to Faceboolames Cook's HomepAbstract Algebra 201Actuary problems fre Vue account Apartment Utlites MOD 47 Homework You received no credit for this question in the previous attempt 10 Problem 13-20 Jensen's Alpha (LO1, CFA7) 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 returm correlation between the fund and the market is 0.97 points -42.50% 21.36 4.80 8.80 ellook 2012 25.10 14.20 Print 2014 -2.28 Calculate Jensen's alpha for the fund, as well as its information ratio. (Do not round intermediate calculations. Enter the alpha as percent rounded to 2 decimal places. Round the ratio to 4 decimal places Jensen's alpha Information ratio Reference Enks
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