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You have been given the following information for a mutual fund, the market index, and the risk-free rate. You also know that the return correlation
You have been given 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? (round to 4 decimal places)
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 .97 Year 2015 2016 2017 2018 2019 Fund -23.08 25.1 14.3 6.8 -2.34 Market - 43.58 21.4 15.1 8.8 -5.2 Risk-Free 38 5 2 6 2 NONU 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 Step by Step Solution
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