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 -18.8% 25.1 13.6 7.0 -1.92 Market -36.5% 20.7 13.0 8.4 -4.2 Risk-Free 1% 6 2 6 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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