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 0.97 Fund -15.20% 25.10 13.00 7.40 Market -30.50% 20.10 11.20 8.00 -3.20 Risk-Free 3% 4. Year 2011 2012 2013 2014 2015 2 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