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 2015 2016 2017 2018 2019 Fund -14.99% 25.10 12.70 6.80 -1.38 Market -27.50% 19.80 10.30 7.60 -2.20 Jensen's alpha Information ratio Risk-Free 1% 5 2 4 3 Calculate Jensen's 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.) %

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 corretation between the fund and the market is 97. Calculate Jensen's 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 ploces. Round the rotio to 4 decimal ploces.)