Consider the following 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 .87. Year Fund Market Risk-Free 2008 18.20 % 35.5 % 2 % 2009 25.1% 20.6% 5% 2010 13.5% 12.7% 2% 2011 6.8% 8.4% 6% 2012 1.86% 4.2% 3%

Calculate Jensens alpha for the fund, as well as its information ratio.

Jensens alpha	%
Information ratio