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 0.97.

Year Fund Market Risk-Free
2011 21.8 % 41.5 % 3 %
2012 25.1 21.2 4
2013 14.1 14.5 2
2014 6.4 8.8 4
2015 2.22 5.2 3

What are the Sharpe and Treynor ratios for the fund? (Do not round intermediate calculations. Round your answers to 4 decimal places.)

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