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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 0.93.

Year Fund Market Risk-Free
2011 20.00 % 38.50 % 1 %
2012 25.10 20.90 4
2013 13.80 13.60 2
2014 7.40 8.40 6
2015 2.04 4.20 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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