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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

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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 Riak-Free 31 Year 2015 2016 2017 2018 2019 Fund - 15.204 25.10 13.00 7.40 -1.56 Market -30.504 20.10 11.20 8.00 -3.20 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

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