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 2011 Fund -23.0% Market -43.5% Risk-Free 3% 2012 25.1 21.4 5 2013 14.3 15.1 2 2014 2015 6.8 -2.34 8.8 -5.2 6 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 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 -23.0% Market -43.5% Risk-Free 3% 2012 25.1 21.4 5 2013 14.3 15.1 2 2014 2015 6.8 -2.34 8.8 -5.2 6 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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