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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

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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 correlation between the fund and the market is 0.97. Risk-Free 3% Year 2011 2012 2013 2014 2015 Fund -21.8% 25.1 14.1 6.4 -2.22 Market -41.5% 21.2 14.5 8.8 -5.2 nim 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 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 3% Year 2011 2012 2013 2014 2015 Fund -21.8% 25.1 14.1 6.4 -2.22 Market -41.5% 21.2 14.5 8.8 -5.2 nim 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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