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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 | |||
2011 | 23.6 | % | 44.5 | % | 1 | % |
2012 | 25.1 | 21.5 | 3 | |||
2013 | 14.4 | 15.4 | 2 | |||
2014 | 7.0 | 9.2 | 6 | |||
2015 | 2.4 | 6.2 | 2 | |||
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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