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 2018 2019 2020 2021 2022 Fund -14.99% 25.10 12.70 6.80 -1.38 Market -27.50% 19.80 10.30 7.60 -2.20 Jensen's alpha Information ratio Risk-Free 1% Calculate Jensen's alpha for the fund, as well as its information ratio. Note: Do not round intermediate calculations. Enter the alpha as a percent rounded to 2 decimal places. Round the ratio to 4 decimal places. 5 2 4 3 %

You have been given the following return information for a mutual fund, the market index, and the risk-free rote. You also know that the return correlation berween the fund and the market is 091 Calculate Jensen's aipha for the fund, as well es its information ratio. Note: Do not round intermediate calculations. Enter the alpha as a percent rounded to 2 decimal places. Round the ratio to 4 decimal places