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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
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
YearFundMarketRisk-Free
201514.92%28.50%2%
2016 25.10 19.90 4
2017 12.80 10.60 2
2018 7.00 7.60 5
20191.44 2.20 2
Calculate Jensens 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.)
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