Question: 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

You have been given the following return information for a mutual fund,

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 0.97. Year 2011 Fund -17.0% Market -33.5% Risk-Free 2% 2012 25.1 20.4 6 2013 13.3 12.1 2 2014 2015 6.4 -1.74 8.0 -3.2 5 3 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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