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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 riskfree rate. You also know that the return correlation between the fund and the market is
Year Fund Market RiskFree
Calculate Jensens alpha for the fund, as well as its information ratio. Round your Jensens alpha answer to decimal places & Information ratio answer to decimal places. Omit the sign in your response.
Jensens alpha
Information ratio
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