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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 0.97. 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 ploces. Omit the "\%" sign in your response.)

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