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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 97 Year 2015 2016 2017 2018 2019 Fund -21. 25.1 14.1 6.4 -2.22 Market Risk 41.5% 3* 21.2 4 14.5.2 R. 4 -5.2 1 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 47
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