6 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 -18.20% 25.10 13.50 6.80 -1.86 Market -35.50% 20.60 12.70 Jensen's alpha Information ratio 8.40 -4.20 Risk-Free 2% 5 2 6 3 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.) %

You have been given the following retum information for a mutual fund, the market index, and the risk-free rate. You aiso know that the retum correlation between the fund and the market is :97. Caiculate 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 decimol places.)