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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 13.0 7.4 -1.56 Market -30.5% 20.1 11.2 8.0 -3.2 Risk-Free 3% 4 2 5 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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