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 return
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.97. Year Fund Market Risk-Tree 2015 21.26 -40.5 2016 25.1 21.1 2017 14.0 2018 6.2 2019 -2.16 -5.2 20 4 2 14.2 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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