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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

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 0.87.
Year Fund Market Risk-Free
2008-18.2%-35.5%2%
200925.120.65
201013.512.72
20116.88.46
2012-1.86-4.23
What are the Sharpe and Treynor ratios for the fund?

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