Problem 13-20 Jensen's Alpha (LO1, CFA7) You have been given the following return 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 0.93. Risk-Free Year 2011 2012 2013 2014 2015 Fund -15.06% 25.10 12.60 6.60 -1.32 Market -26.50% 19.70 10.00 7.60 -2.20 WANT Calculate Jensen's alpha for the fund, as well as its information ratio. (Do not round intermediate calculations. Enter the alpha as a percent rounded to 2 decimal places. Round the ratio to 4 decimal places.) Jensen's alpha Information ratio