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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 18.2 % 35.5 % 2 %
2016 25.1 20.6 5
2017 13.5 12.7 2
2018 6.8 8.4 6
2019 1.86 4.2 3

What are the Sharpe and Treynor ratios for the fund? (Do not round intermediate calculations. Round your answers to 4 decimal places.)

Note answer is not

Sharpe: 0.1006

Treynor: 2.039

Do not round intermediate calculations.

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