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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 17.60 % 34.5 % 2 %
2009 25.1 20.5 4
2010 13.4 12.4 2
2011 6.6 8.4 5
2012 1.80 4.2 3

What are the Sharpe and Treynor ratios for the fund? (Do not round intermediate calculations. Round your answers to 4 decimal places.)

Sharpe ratio
Treynor ratio

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