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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 .95.

Year Fund Market Risk-Free
2008 15.80 % 31.5 % 3 %
2009 25.1 20.2 5
2010 13.1 11.5 2
2011 7.6 8.0 5
2012 1.62 3.2 3

Calculate Jensens alpha for the fund, as well as its information ratio.(Do not round intermediate calculations. Round your Jensens alpha answer to 2 decimal placesand Information ratio answer to 4 decimal places.Omit the "%" sign in your response.)

Jensens alpha %
Information ratio

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