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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

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 Fund Market Risk-Free
2011 18.2 % 35.5 % 2 %
2012 25.1 20.6 5
2013 13.5 12.7 2
2014 6.8 8.4 6
2015 1.86 4.2 3

What are the Sharpe and Treynor ratios for the fund?

Sharpe ratio
Treynor ratio

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