Question

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	−18.2	%	−35.5	%	2	%
2016	25.1		20.6		5
2017	13.5		12.7		2
2018	6.8		8.4		6
2019	−1.86		−4.2		3

What are the Sharpe and Treynor ratios for the fund? (Do not round intermediate calculations. Round your answers to 4 decimal places.)

Note answer is not

Sharpe: 0.1006

Treynor:  2.039

Do not round intermediate calculations.

Answer 1