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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

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 .97. Year Fund Market Risk-Free 2008 15.06 % 26.5 % 3 % 2009 25.1 19.7 5 2010 12.6 10.0 2 2011 6.6 7.6 4 2012 1.32 2.2 3 What are the Sharpe and Treynor ratios for the fund?

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