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 -21.80% 25.10 14.10 6.40 -2.22 Market -41.50% 21.20 14.50 8.80 -5.20 Risk-Free 3% 4 2 4 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