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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

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?

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