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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 | Fund | Market | Risk-Free | |||
2015 | 16.4 | % | 32.5 | % | 3 | % |
2016 | 25.1 | 20.3 | 4 | |||
2017 | 13.2 | 11.8 | 2 | |||
2018 | 6.2 | 8.0 | 5 | |||
2019 | 1.68 | 3.2 | 3 | |||
What are the Sharpe and Treynor ratios for the fund?
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