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Consider the following information for a mutual fund, the market index, and the risk-free rate. You...

Consider the following information 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 0.87. Year Fund Market Risk-Free 2008 -14.85 % -29.5 % 3 % 2009 25.1 20 5 2010 12.9 10.9 2 2011 7.2 8 5 2012 -1.5 -3.2 3 Calculate Jensen’s alpha for the fund, as well as its information ratio.

Jensen's Alpha

Information Ratio

How do I work through this using excel to find the answers?

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