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

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Finance

You have been given the following return information for amutual fund, the market index, and the risk-free rate. You alsoknow that the return correlation between the fund and the market is0.97.

YearFundMarketRisk-Free
2011–15.20%–30.50%3%
201225.1020.104
201313.0011.202
20147.408.005
2015–1.56–3.202

Calculate Jensen’s alpha for the fund, as well as itsinformation ratio. (Do not round intermediate calculations. Enterthe alpha as a percent rounded to 2 decimal places. Round the ratioto 4 decimal places.)

You have been given the following return information for amutual fund, the market index, and the risk-free rate. You alsoknow that the return correlation between the fund and the market is0.97.

YearFundMarketRisk-Free
2011–20.6%–39.5%1%
201225.121.03
201313.913.92
20147.68.84
2015–2.1–5.22

What are the Sharpe and Treynor ratios for thefund? (Do not round intermediate calculations.Round your answers to 4 decimal places.)

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