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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

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 .

What are the Sharpe and Treynor ratios for the fund?

Note: Do not round intermediate calculations. Round your answers to

4

decimal places.

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