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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