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Consider the following information for a mutual fund, the marketindex, and the risk-free rate. You also know that the returncorrelation between the fund and the market is 0.89. Year FundMarket Risk-Free 2008 -21.2 % -40.5 % 2 % 2009 25.1 21.1 4 2010 1414.2 2 2011 6.2 8.8 4 2012 -2.16 -5.2 3 Calculate Jensen’s alphafor the fund, as well as its information ratio. (Round yourJensen’s alpha answer to 2 decimal places & Information ratioanswer to 4 decimal places. Omit the "%" sign in yourresponse.)
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