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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

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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 correlation between the fund and the market is 0.97. Year 2011 Fund -20.6% Market -39.5% Risk-Free 1% 2012 25.1 21.0 3 2013 13.9 13.9 2 2014 2015 7.6 -2.1 8.8 -5.2 4 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

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