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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 0.97. Year 2011 2012 2013 2014 2015 Fund -18.89 25.1 13.6 7.0 -1.92 Market -36.58 20.7 13.0 8.4 -4.2 Risk-Free 18 6 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.) Sharpe ratio Treynor ratio

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