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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 0.97. Year Fund Market Risk-Free 2011 23.0 % 43.5 % 3 % 2012 25.1 21.4 5 2013 14.3 15.1 2 2014 6.8 8.8 6 2015 2.34 5.2 2 What are the Sharpe and Treynor ratios for the fund?
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