You have been given the following return information for a
mutual fund, the market index, and...
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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.
Year
Fund
Market
Risk-Free
2011
–23.6
–44.5
1
2012
25.1
21.5
3
2013
14.4
15.4
2
2014
7
9.2
6
2015
–2.4
–6.2
2
What are the Sharpe and Treynor ratios for the fund? (Donot round intermediate calculations. Round your answers to 4decimal places.)
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Sharpe and
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