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 89 Year Fund Market Risk Free 2011 17 60 34 50 2 2012 25 1 20 5 4 2013 13 4 12 4 2 2014 6 6 8 4 5 2015 1 80 4 20 3 Calculate Jensens 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 )

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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 0.89.

Year	Fund	Market	Risk-Free
2011	17.60	34.50	2
2012	25.1	20.5	4
2013	13.4	12.4	2
2014	6.6	8.4	5
2015	1.80	4.20	3

Calculate Jensens 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.)

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