What are the Sharpe and Treynor ratios for the fund? You have been given the following return
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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.
Transcribed Image Text:
Year Fund Market Risk-Free -15.2% 2011 -24.5% 1% 2012 25.1 19.5 9.4 2013 12.4 2014 6.2 7.6 4 -2.2 2015 -1.2 2
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Related Book For
Fundamentals of Investments, Valuation and Management
ISBN: 978-1259720697
8th edition
Authors: Bradford Jordan, Thomas Miller, Steve Dolvin
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