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 -14.85% -29.5% 3% 2016 25.1 20.0 5 2017 12.9 10.9 2 2018 7.2 8.0 5 2019 -1.5 -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.) Answer is complete but not entirely correct. Sharpe ratio (19.6378)xx Treynor ratio 0.0344 xx

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 . What are the Sharpe and Treynor ratios for the fund? (Do not round intermediate calculations. Round your answers to 4 decimal places.) Answer is complete but not entirely correct

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