You have been given the following return information for a mutual fund, the market index, and the risk-free rate. You al

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answerhappygod
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You have been given the following return information for a mutual fund, the market index, and the risk-free rate. You al

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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 is.97.
Calculate Jensen’s alpha for the fund, as well as itsinformation ratio. (Do not round intermediatecalculations. Enter the alpha as a percent rounded to 2 decimalplaces. Round the ratio to 4 decimal places.)
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