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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 97 Year 2015 Fund 35.2% 24.5% Risk-free 13 2016 2513 1915 2017 12.4 9.4 2 2018 2019 6.2 -X.2 7.6 -2.2 2 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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