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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 is0.87.YearFundMarketRisk-Free2011–18.20%–35.50%2%201225.1020.605201313.5012.70220146.808.4062015–1.86–4.203Calculate 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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