Suppose you estimate the following model (i.e. the CAPM regression) for a fund: Ri - Rf = a + b*(Rm - Rf) + e And the regression outcome is the following: Regression Statistics Multiple R 0.932376 R Square 0.869325 Adjusted R Square 0.868778 Standard Error 0.020 Observations 241 Coefficients Standard Error t Stat Intercept 0.002 0.001345 1.49 Rm - Rf 1.20 0.030806 38.95 The information ratio of the fund, according to this regression, is: Group of answer choices 0.002 0.02 0.1 1.20