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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

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 Fund Market Risk-Free
2015 19.4 % 37.5 % 1 %
2016 25.1 20.8 4
2017 13.7 13.3 2
2018 7.2 8.4 6
2019 1.98 4.2 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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