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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 0.89. Year Fund Market Risk-Free 2008 -14.92 % -28.5 % 2 % 2009 25.1 19.9 4 2010 12.8 10.6 2 2011 7 7.6 5 2012 -1.44 -2.2 2 What are the Sharpe and Treynor ratios for the fund? (Round your answer to 4 decimal places.)
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