You have been given the following return information for a mutual fund, the market index, and...

 

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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 2015 Fund -18.8% Market -36.5% Risk-Free 1% 2016 25.1 20.7 6 2017 13.6 13.0 2 2018 2019 7.0 -1.92 8.4 -4.2 6 2 What are the Sharpe and Treynor ratios for the fund? (Do not round intermediate calculations. Round your answers to 4 decimal places.) 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 2015 Fund -18.8% Market -36.5% Risk-Free 1% 2016 25.1 20.7 6 2017 13.6 13.0 2 2018 2019 7.0 -1.92 8.4 -4.2 6 2 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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To calculate the Sharpe Ratio we first need to calculate the average return of the fu... View the full answer