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

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 .89.

Year	Fund	Market	Risk-Free
2008	21.20	%	40.5	%	2	%
2009	25.1		21.1		4
2010	14.0		14.2		2
2011	6.2		8.8		4
2012	2.16		5.2		3

Calculate Jensens alpha for the fund, as well as its information ratio. (Do not round intermediate calculations. Round your Jensens alpha answer to 2 decimal places and Information ratio answer to 4 decimal places.Omit the "%" sign in your response.)

Jensens alpha	%
Information ratio