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

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8. You have been given the following return 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 0.97. Risk-Free 2% Year 2011 2012 2013 2014 2015 Fund -15.13% 25.1 12.5 6.4 -1.26 Market -25.5% 19.6 9.7 7.6 -2.2 What are the Sharpe and Treynor ratios for the fund? (Do not round intermediate calculations. Round your answers to 4 decimal places.)

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