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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. Calculate Jensen's alpha for the fund, as well as its information ratio. (Round your Jensen's alphe onswer to 2 decimal pleces \& Informatlon ratio answer to 4 declmal pleces. Omlt the "\%" slgn In your response.)

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