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-Free
2015 23.6 % 44.5 % 1 %
2016 25.1 21.5 3
2017 14.4 15.4 2
2018 7.0 9.2 6
2019 2.4 6.2 2

What are the Sharpe and Treynor ratios for the fund?

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