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

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. Risk-Free 3% 5 Year 2015 2016 2017 2018 2019 Fund -22.4% 25.1 14.2 6.6 -2.28 Market -42.5% 21.3 14.8 8.8 -5.2 2 6 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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