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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 0.95 Fund -23. 00% 25.10 14.30 6.80 -2.34 Risk-Free 3% ear 2011 2012 2013 2014 2015 Market -43. 50% 21.40 15.10 8.80 -5.20 Calculate Jensen's alpha for the fund, as well as its information ratio. (Do not round intermediate calculations. Enter the alpha asa percent rounded to 2 decimal places. Round the ratio to 4 decimal places.) Jensen's alpha Information ratio 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 Fund -23. 00% 25.10 14.30 6.80 -2.34 Risk-Free 3% ear 2011 2012 2013 2014 2015 Market -43. 50% 21.40 15.10 8.80 -5.20 Calculate Jensen's alpha for the fund, as well as its information ratio. (Do not round intermediate calculations. Enter the alpha asa percent rounded to 2 decimal places. Round the ratio to 4 decimal places.) Jensen's alpha Information ratio

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