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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

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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 0.93. Year Risk- Fund Market Free 2008 -20% -38.5% 2009 25.1 20.9 2010 13.8 13.6 2011 7.4 8.4 2012 -2.04 -4.2 1% 4. 2. 6 2 Calculate Jensen's alpha for the fund, as well as its information ratio. (Round your Jensen's alpha answer to 2 decimal places & Information ratio answer to 4 decimal places. Omit the "%" sign in your response.) % Jensen's alpha Information ratio

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