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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. Calculate Jensen's alpha for the fund, as well as its information ratio. (Do not round Intermedlate colculatlons. Enter the alpho as a percent rounded to 2 declmel ploces. Round the rotlo to 4 declmol ploces.)

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