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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?

Sharpe ratio
Treynor ratio

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