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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

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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 and the market is 0.97. Year Fund Market Risk- Free 2008 2009 2010 2011 2012 -18.8% 25.1 13.6 7 -1.92 -36.5% 20.7 13 8.4 -4.2 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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