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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

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 0.95.
Year Fund Market Risk-Free
201815.80%31.50%3%
201925.1020.205
202013.1011.502
20217.608.005
20221.623.203
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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