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

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Finance

You have been given the following return information for amutual fund, the market index, and the risk-free rate. You alsoknow that the return correlation between the fund and the market is0.97.

YearFundMarketRisk-Free
2011–18.8%–36.5%1%
201225.120.76
201313.613.02
20147.08.46
2015–1.92–4.22

What are the Sharpe and Treynor ratios for the fund? (Donot round intermediate calculations. Round your answers to 4decimal places.)

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Transcribed Image Text

You have been given the following return information for amutual fund, the market index, and the risk-free rate. You alsoknow that the return correlation between the fund and the market is0.97.YearFundMarketRisk-Free2011–18.8%–36.5%1%201225.120.76201313.613.0220147.08.462015–1.92–4.22What are the Sharpe and Treynor ratios for the fund? (Donot round intermediate calculations. Round your answers to 4decimal places.)

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