10 Problem 13-20 Jensen's Alpha (LO1, CFA7) 1.25 points 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.97. Year 2015 2016 2017 2018 2019 Fund - 15.13% 25.10 12.50 6.40 -1.26 Market -25.50% 19.60 9.70 7.60 -2.22 Risk-Free 2% 4 2 4 3 eBook Print 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.) References % Jensen's alpha Information ratio