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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. Risk- Fund Market Free Year 2008 2009 2010 2011 2012 -18.8% -36.5% 25.1 20.7 13.6 13 7 8.4 -1.92 -4.2 NONO 1% 6 2 6 2 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 places. Omit the "%" sign in your response.) % Jensen's alpha Information ratio

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