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  3. you have been given the following return informati

You have been given the following return information for a mutual fund, the market index,...

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Finance

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 Fund Market Risk-Free 2015 21.20 % 40.50 % 2 % 2016 25.10 21.10 4 2017 14.00 14.20 2 2018 6.20 8.80 4 2019 2.16 5.20 3 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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