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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

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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 97 Year 2015 2016 2017 2018 2019 Fund -15.2% 25.1 12.4 6.2 -1.2 Market -24.5% 19.5 Risk-Free 1x 3 2 7.6 -2.2 What is the Sortino ratio for the fund and the market? (A negative value should be indicated by a minus sign. Do not round intermediate calculations. Enter your answers rounded to 4 decimal places.) Fund Market 0.1676 Sortino Ratio 0 1576

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