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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 0.91. Year Fund Market Risk-Free 2008 -20.6 % -39.5 % 1 % 2009 25.1 21 3 2010 13.9 13.9 2 2011 7.6 8.8 4 2012 -2.1 -5.2 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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