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 0.95. Risk-Free Year 2011 2012 2013 2014 2015 Fund -19.40% 25.10 13.70 7.20 -1.98 Market -37.50% 20.80 13.30 8.40 -4.20 NON 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