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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 -23.6% Market -44.5% Risk-Free 1% 2019 25.1 21.5 3 2020 14.4 15.4 2 2021 2022 7.0 -2.4 9.2 -6.2 6 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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