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 $0\mathrm{.}97.$ LAVE Year $20112012201320142015$ Fund $-16\mathrm{.}4\%25\mathrm{.}113\mathrm{.}26\mathrm{.}2-1\mathrm{.}68$ Market $-32\mathrm{.}5\%20\mathrm{.}311\mathrm{.}88\mathrm{.}0-3\mathrm{.}2$ Risk$-$Free $3\%4253$ 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 $0\mathrm{.}97.$

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 $0\mathrm{.}97.$

$\backslash$table$[[$Year$,$Fund,Market,Risk$-$Free$],[2011,-15\mathrm{.}2\%,-24\mathrm{.}5\%,1\%$