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 Market Risk-Free Fund -20.00% 2015 -38.50% 1% 2016 25.10 20.90 4 2017 13.80 13.60 2 2018 7.40 8.40 2019 -2.04 -4.20 2 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.) % Jensen's alpha Information ratio NaN 6