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The Treynor ratio is correct, I just need a solution to the Sharpe ratio Consider the following information for a mutual fund, the market index,

The Treynor ratio is correct, I just need a solution to the Sharpe ratio

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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 and the market is .97. What are the Sharpe and Treynor ratios for the fund? (Do not round intermediate calculations. Round your answers to 4 decimal places.)

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