undefined

You have been given the following return 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 0.97. Year 2011 2012 2013 2014 2015 Fund -20.6% 25.1 13.9 7.6 -2.1 Market -39.5% 21.0 13.9 8.8 -5.2 Risk-Free 1% 3 2 4 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