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 | –15.20 | % | –30.50 | % | 3 | % |
| 2012 | 25.10 | | 20.10 | | 4 | |
| 2013 | 13.00 | | 11.20 | | 2 | |
| 2014 | 7.40 | | 8.00 | | 5 | |
| 2015 | –1.56 | | –3.20 | | 2 | |
|
Calculate Jensen’s alpha for the fund, as well as itsinformation ratio. (Do not round intermediate calculations. Enterthe alpha as a percent rounded to 2 decimal places. Round the ratioto 4 decimal places.)
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 | –20.6 | % | –39.5 | % | 1 | % |
| 2012 | 25.1 | | 21.0 | | 3 | |
| 2013 | 13.9 | | 13.9 | | 2 | |
| 2014 | 7.6 | | 8.8 | | 4 | |
| 2015 | –2.1 | | –5.2 | | 2 | |
|
What are the Sharpe and Treynor ratios for thefund? (Do not round intermediate calculations.Round your answers to 4 decimal places.)
