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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 is0.93.YearFundMarketRisk-Free2011–23.60%–44.50%1%201225.1021.503201314.4015.40220147.009.2062015–2.40–6.202Calculate 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.)Jensen’s alpha %Information ratio
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