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2. Consider the following performance history of Stable Value mutual fund relative to the market. Stable Value Fund Date Fund Mkt 1 11% 2% 2

2. Consider the following performance history of Stable Value mutual fund relative to the market.

Stable Value Fund

Date Fund Mkt

1 11% 2%

2 3% 3%

3 4% 6%

4 -1% 0%

The risk-free rate is 2%.

  1. What is the alpha of Stable Value?
  2. What is the Information Ratio of Stable Value?

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