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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 |
---|---|---|---|
2018 | 15.13% | 25.5% | 2% |
2019 | 25.1 | 19.6 | 4 |
2020 | 12.5 | 9.7 | 2 |
2021 | 6.4 | 7.6 | 4 |
2022 | 1.26 | 2.2 | 3 |
What are the Sharpe and Treynor ratios for the fund?
Note: Do not round intermediate calculations. Round your answers to 4 decimal places.
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