Problem 13-19

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	18.80	%	36.5	%	1	%
2009	25.1		20.7		6
2010	13.6		13.0		2
2011	7.0		8.4		6
2012	1.92		4.2		2

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

rev: 10_16_2014_QC_56623