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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

image text in transcribed 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 . 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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