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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. Risk- Fund Market Free Year 2008 2009 2010 2011 2012 -17.6% -34.5% 25.1 20.5 13.4 12.4 6.6 8.4 -1.8 -4.2 2% 4 2 5 3 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 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. Risk- Fund Market Free Year 2008 2009 2010 2011 2012 -17.6% -34.5% 25.1 20.5 13.4 12.4 6.6 8.4 -1.8 -4.2 2% 4 2 5 3 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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