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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 0.97.

Year Fund Market Risk-Free
2008 -18.8 % -36.5 % 1 %
2009 25.1 20.7 6
2010 13.6 13 2
2011 7 8.4 6
2012 -1.92 -4.2 2

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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