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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 2015 2016 2017 2018 2019 Fund -19.4% 25. 1 13. 7 7.2 -1.98 Market -37.5% 20.8 13.3 8.4 -4. 2 Risk-Free 1% 4 2 6 2 What are the Sharpe and Treynor ratios for the fund? (Do not round intermediate calculations. Round your answers to 4 decimal places.) X Answer is complete but not entirely correct. Sharpe ratio Treynor ratio 0.1145 2.7081 x
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