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. Market Risk-Free 2011 20.2 11.5 Year -31.58 2012 2013 2014 2015 Fund -15.30 25.1 13.1 7.6 31 5 2 0:44 8.0 -1.62 -3.2 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 ces

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