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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
You have been given the following return information for a
mutual fund, the market index, and the riskfree rate. You also
know that the return correlation between the fund and the
market is
What are the Sharpe and Treynor ratios for the fund? Do not
round intermediate calculations. Round your answers to
decimal places.
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