S 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 .97. Year Fund Risk-Free Market -31.50% 2015 -15.80% 3% 2016 25.10 20.20 5 2017 13.10 11.50 2 2018 7.60 8.00 5 2019 -1.62 -3.20 3 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