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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
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 Fund Market Risk-Free 2008 -16.4 % -32.5 % 3 % 2009 25.1 20.3 4 2010 13.2 11.8 2 2011 6.2 8 5 2012 -1.68 -3.2 3 Calculate Jensens alpha for the fund, as well as its information ratio. (Round your Jensens alpha answer to 2 decimal places & Information ratio answer to 4 decimal places. Omit the "%" sign in your response.) Jensens alpha % Information ratio
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