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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 0.95 . Calculate Jensen's alpha for the fund, as well as its information ratio. (Round your Jensen's alpha answer to 2 decimal ploces \& Information ratio answer to 4 decimol places. Omit the "\%" sign in your response.)

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