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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 0.97.

Year Fund Market Risk-Free
2018 18.80% 36.50% 1%
2019 25.10 20.70 6
2020 13.60 13.00 2
2021 7.00 8.40 6
2022 1.92 4.20 2

Calculate Jensens 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.

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