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You have been given the following return information for a mutual fund, the market index,...

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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 correlation between the fund and the market is .97. Year 2015 2016 2017 2018 2019 Fund -23.6% 25.1 14.4 7.0 -2.4 Market -44.5% 21.5 15.4 9.2 -6.2 Risk-Free 1% 3 2 6 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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