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Assume that a mutual fund has a monthly return of 3% and a monthly standard deviation of 4%. Assume that the risk-free rate is 0.5%

Assume that a mutual fund has a monthly return of 3% and a monthly standard deviation of 4%. Assume that the risk-free rate is 0.5% per month and the fund's market beta is 0.90.

a. calculate the annualized sharpe ratio for the fund:

b. calculate the treynor ratio for the fund:

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