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 Market Risk-Free 2011 -17.6% -34.5% 2% 2012 25.1 20.5 4 2013 13.4 12.4 2 2014 6.6 8.4 5 2015 -1.8 -4.2 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 Fund Market Risk-Free 2011 -17.6% -34.5% 2% 2012 25.1 20.5 4 2013 13.4 12.4 2 2014 6.6 8.4 5 2015 -1.8 -4.2 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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