Question
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 .97.
| Year | Fund | Market | Risk-Free | |||
| 2015 | −17.6 | % | −34.5 | % | 2 | % |
| 2016 | 25.1 | 20.5 | 4 | |||
| 2017 | 13.4 | 12.4 | 2 | |||
| 2018 | 6.6 | 8.4 | 5 | |||
| 2019 | −1.8 | −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.)
Sharpe Ratio:_____________
Treynor Ratio:_____________
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