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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

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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 correlation between the fund and the market is 97. Year 2015 2016 2017 2018 2019 Fund -18.2% 25.1 13.5 6.8 -1.86 Market -35.5% 20.6 12.2 8.4 -4.2 Risk-Free 2% 5 2 6 3 What are the Sharpe and Treynor ratios for the fund? (Do not round intermediate calculations, Round your answers to 4 decimal places.) Answer is complete but not entirely correct. Sharpe ratio Treynor ratio 00000 0.01513

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