You have been given the following return informatlon 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 .97. Year...

You have been given the following return informatlon for a mutual fund, the market index, and the risk-free rate. You also know that the<br>return correlation between the fund and the market is .97.<br>Year<br>Fund<br>Market<br>Risk-Free<br>2015<br>2016<br>2017<br>-18.201<br>-35.50N<br>21<br>25.10<br>20.60<br>12.70<br>13.50<br>2<br>2018<br>6.80<br>8.40<br>-4.20<br>6<br>2019<br>-1.86<br>3<br>Calculate Jensen's alpha for the fund, as well as its information ratio. (Do not round intermediate calculations. Enter the alpha as a<br>percent rounded to 2 decimal places. Round the ratio to 4 decimal places.)<br>Jensen's alpha<br>Information ratio<br>

Extracted text: You have been given the following return informatlon 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 .97. Year Fund Market Risk-Free 2015 2016 2017 -18.201 -35.50N 21 25.10 20.60 12.70 13.50 2 2018 6.80 8.40 -4.20 6 2019 -1.86 3 Calculate Jensen's alpha for the fund, as well as its information ratio. (Do not round intermediate calculations. Enter the alpha as a percent rounded to 2 decimal places. Round the ratio to 4 decimal places.) Jensen's alpha Information ratio

Jun 01, 2022

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You have been given the following return informatlon 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 .97. Year...

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