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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 0.89. Year Fund Market Risk-Free 2008 -17.6 % -34.5 % 2 % 2009 25.1 20.5 4 2010 13.4 12.4 2 2011 6.6 8.4 5 2012 -1.8 -4.2 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.)

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