Answered step by step
Verified Expert Solution
Question
1 Approved Answer
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 0.97.
Year | Fund | Market | Risk-Free | |||
2011 | 14.92 | % | 28.5 | % | 2 | % |
2012 | 25.1 | 19.9 | 4 | |||
2013 | 12.8 | 10.6 | 2 | |||
2014 | 7.0 | 7.6 | 5 | |||
2015 | 1.44 | 2.2 | 2 | |||
What are the Sharpe and Treynor ratios for the fund? (Do not round intermediate calculations. Round your answers to 4 decimal places.)
Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started