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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 O.97 MarketRisk-Free Year 2011 2012 2013 2014 2015 Fund -17.0% 25 . 1 13.3 6.4 2% -33.5% 20.4 12.1 8.0 -3.2 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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