15 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. Risk-Free 18 Year 2015 Fund -18.80% Market -36.50% 2016 25.10 20.70 6 01:34:42 2017 2018 13.60 13.00 2 2019 7.00 -1.92 8.40 -4.20 6 2 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.) Jensen's alpha Information ratio %