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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

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.
Year Fund Market Risk-Free
2008-23%-43.5%3%
200925.121.45
201014.315.12
20116.88.86
2012-2.34-5.22
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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