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
2018 21.2% 40.5% 2%
2019 25.1 21.1 4
2020 14.0 14.2 2
2021 6.2 8.8 4
2022 2.16 5.2 3

What are the Sharpe and Treynor ratios for the fund?

Note: Do not round intermediate calculations. Round your answers to 4 decimal places.

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