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Consider the following information for a mutual fund, the market index, and the risk-free rate....

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Consider the following 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 0.91. Risk- Free Year Fund Market 2008 -20.6% -39.5% 2009 25.121 2010 13.9 13.9 2011 7.6 8.8 2012 -21 -5.2 1% 3 2 4 2 Calculate Jensen's alpha for the fund, as well as its information ratio. (Round your Jensen's alpha answer to 2 decimal places & Information ratio answer to 4 decimal places. Omit the "%" sign in your response.) % Jensen's alpha Information ratio

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