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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 0.87.

Year Fund Market Risk-Free
2008 -21.8 % -41.5 % 3 %
2009 25.1 21.2 4
2010 14.1 14.5 2
2011 6.4 8.8 4
2012 -2.22 -5.2 3

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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