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 2015 2016 2017 2018 2019 Fund -22.404 25.10 14.20 6.60 -2.28 Risk-Free 30 5 Market -42.508 21.30 14.80 8.80 -5.20 Calculate Jensen's alpha for the fund, as well as its information rotlo. (Do not round intermediate calculations. Enter the alpha as a percent rounded to 2 decimal places. Round the ratio to 4 decimal places.) es Jensen's alpha Information ratio