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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 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 the return correlation between the fund and the market is 0.97.
Year Fund Market Risk-Free
2011 -14.99% -27.5% 1%
2012 25.1 19.8 5
2013 12.7 10.3 2
2014 6.8 7.6 4
2015 -1.38 -2.2 3
What are the Sharpe and Treynor ratios for the fund? (Do not round intermediate calculation. Round your answers yo 4 decimal places.)
Sharpe ratio
Treynor ratio
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