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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 15.2 % 30.5 % 3 %
2012 25.1 20.1 4
2013 13.0 11.2 2
2014 7.4 8.0 5
2015 1.56 3.2 2

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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