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onsider 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
onsider 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 16.40 % 32.5 % 3 % 2009 25.1 20.3 4 2010 13.2 11.8 2 2011 6.2 8.0 5 2012 1.68 3.2 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
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