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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 0.97. Year Fund Market Risk-Free
2011 20.0 % 38.5 % 1 %
2012 25.1 20.9 4
2013 13.8 13.6 2
2014 7.4 8.4 6
2015 2.04 4.2 2
What are the Sharpe and Treynor ratios for the fund? (Do not round intermediate calculations. Round your answers to 4 decimal places.)
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