You have been given the following return information for a mutual fund, the market index, and...
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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 0.97. Year Fund 2018 -14.92% Market -28.5% Risk-Free 2% 2019 25.1 19.9 4 2020 12.8 10.6 2 2021 7.0 7.6 5 2022 -1.44 -2.2 2 What are the Sharpe and Treynor ratios for the fund? Note: Do not round intermediate calculations. Round your answers to 4 decimal places. Sharpe ratio Treynor ratio 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 Fund 2018 -14.92% Market -28.5% Risk-Free 2% 2019 25.1 19.9 4 2020 12.8 10.6 2 2021 7.0 7.6 5 2022 -1.44 -2.2 2 What are the Sharpe and Treynor ratios for the fund? Note: Do not round intermediate calculations. Round your answers to 4 decimal places. Sharpe ratio Treynor ratio
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