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 21 2 40 5 2 2016 25 1 21 1 4 2017 14 0 14 2 2 2018 6 2 8 8 4 2019 2 16 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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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	21.2	%	40.5	%	2	%
2016	25.1		21.1		4
2017	14.0		14.2		2
2018	6.2		8.8		4
2019	2.16		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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