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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
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 2018 Fund -19.4% Market -37.5% Risk-Free 1% 2019 25.1 20.8 4 2020 13.7 13.3 2 2021 7.2 8.4 6 2022 -1.98 -4.2 2 What are the Sharpe and Treynor ratios for the fund? Note: Do not round intermediate calculations. Round your answers to 4 decimal places. Sharpe ratio Treynor ratio
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