Check my wor Problem 13-20 Jensen's Alpha (LO1, CFA7) 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 0.93. 1% 2011-20.00% 2012 2013 2014 2015-2.04 25.10 13.80 7.40 -38.50% 20.90 13.60 8.40 -4.20 Calculate Jensen's alpha for the fund, as well as its information ratio. (Do not round intermediate calculations percent rounded to 2 decimal places. Round the ratio to 4 decimal places.)