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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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Accounting

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 0.97.
Calculate Jensen's alpha for the fund, as well as its information ratio.
Note: Do not round intermediate calculations. Enter the alpha as a percent rounded to 2 decimal places. Round the ratio to 4
decimal places. Note(The answer showing on the picture are wrong) Plesae help me solve this question.
image

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