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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.
Please help me figure this problem out! Thank you
Risk-Free 1% Year 2015 2016 2017 2018 2019 Fund -23.6% 25.1 14.4. 7.0 -2.4 Market -44.5% 21.5 15.4 9.2 -6.2 NONw 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 ratioStep by Step Solution
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