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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. Risk-Free Year 2011 2012 2013 2014 2015 Fund -17.68 25.1 13.4 6.6 -1.8 Market -34.5% 20.5 12.4 8 .4 -4.2 What are the Sharpe and Treynor ratios for the fund? (Do not round intermediate calculations. Round your answers to 4 decimal places.) Sharpe ratio Treynor ratio

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