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You have been given the following return information for a mutual fund, the market index, and...
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 –23.0 % –43.5 % 3 % 2012 25.1 21.4 5 2013 14.3 15.1 2 2014 6.8 8.8 6 2015 –2.34 –5.2 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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