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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 0.93.

Year Fund Market Risk-Free
2008 -20 % -38.5 % 1 %
2009 25.1 20.9 4
2010 13.8 13.6 2
2011 7.4 8.4 6
2012 -2.04 -4.2 2

What are the Sharpe and Treynor ratios for the fund? (Round your answer to 4 decimal places.)

Sharpe ratio
Treynor ratio

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