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 0.89. Year 2018 2019 2020 2021 2022 Fund -14.92% 25.10 12.80 7.00 -1.44 Market -28.50% 19.90 10.60 7.60 -2.20 Jensen's alpha Information ratio Risk-Free 2% 4 2 5 2 Calculate Jensen's alpha for the fund, as well as its information ratio. Note: Do not round intermediate calculations. Enter the alpha as a percent rounded to 2 decimal places. Round the ratio to 4 decimal places. %