Question: Answer Problems 1 9 and 2 0 hased on the following information. You have been given the following return information for a mutual fund, the

Answer Problems 19 and 20 hased on the following information.
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.
\table[[Year,Fund,Market,Risk-Free],[2011,-15.2%,-24.5%,1%

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