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

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Accounting

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 .95.

Year Fund Market Risk-Free
2008 23.00 % 43.5 % 3 %
2009 25.1 21.4 5
2010 14.3 15.1 2
2011 6.8 8.8 6
2012 2.34 5.2 2

Calculate Jensens alpha for the fund, as well as its information ratio.

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