Question: please do not round intermediate calculations. You have been given the following return information for a mutual fund, the market index, and the risk-free rate.

please do not round intermediate calculations.

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. Year 2015 2016 2017 2018 2019 Fund -15.2% 25.1 12.4 6.2 -1.2 Market -24.5% 19.5 9.4 7.6 -2.2 Risk-Free 1% 3 2 4 2 What are the Sharpe and Treynor ratios for the fund? (Do not round intermediate calculations. Round your answers to 4 decimal places.) Sharpe ratio Treynor ratio

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