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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 .97. Year Fund Market Risk-Free 2015 19.40 % 37.50 % 1 % 2016 25.10 20.80 4 2017 13.70 13.30 2 2018 7.20 8.40 6 2019 1.98 4.20 2 Calculate Jensens alpha for the fund, as well as its information ratio. (

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