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 -16.4% Market -32.5% Risk-Free 3% 2012 25.1 20.3 4 2013 13.2 11.8 2 2014 2015 6.2 -1.68 8.0 5 -3.2 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 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 -16.4% Market -32.5% Risk-Free 3% 2012 25.1 20.3 4 2013 13.2 11.8 2 2014 2015 6.2 -1.68 8.0 5 -3.2 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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