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 91 Year Fund Market Risk Free 2011 17 00 33 50 2 2012 25 10 20 40 6 2013 13 30 12 10 2 2014 6 40 8 00 5 2015 1 74 3 20 3 Calculate Jensens alpha for the fund, as well as its information ratio

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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 0.91.

Year	Fund		Market		Risk-Free
2011	17.00	%	33.50	%	2	%
2012	25.10		20.40		6
2013	13.30		12.10		2
2014	6.40		8.00		5
2015	1.74		3.20		3

Calculate Jensens alpha for the fund, as well as its information ratio.

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