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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 is0.95.YearFundMarketRisk-Free2011–23.00%–43.50%3%201225.1021.405201314.3015.10220146.808.8062015–2.34–5.202Calculate Jensen’s alpha for the fund, as well as itsinformation ratio. (Do not round intermediate calculations.Enter the alpha as a percent rounded to 2 decimal places. Round theratio to 4 decimal places.)
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