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Thank you !! Consider the following information for a mutual fund, the market index, and the risk-free rate. You also know that the return correlation
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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 and the market is 0.87. Year Fund Risk- Free Market 2008 -14.85% -29.5% 2009 25.1 20 2010 12.9 10.9 2011 7.2 8 2012 -1.5 -3.2 W UN 3% 5 2. 5 3 Calculate Jensen's alpha for the fund, as well as its information ratio. (Round your Jensen's alpha answer to 2 decimal places & Information ratio answer to 4 decimal places. Omit the "%" sign in your response.) 1% Jensen's alpha Information ratio Step by Step Solution
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