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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 | Fund | Market | Risk-Free | |||
2015 | 20.0 | % | 38.5 | % | 1 | % |
2016 | 25.1 | 20.9 | 4 | |||
2017 | 13.8 | 13.6 | 2 | |||
2018 | 7.4 | 8.4 | 6 | |||
2019 | 2.04 | 4.2 | 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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