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.

Year	Fund		Market		Risk-Free
2011	17.0	%	33.5	%	2	%
2012	25.1		20.4		6
2013	13.3		12.1		2
2014	6.4		8.0		5
2015	1.74		3.2		3

What are the Sharpe and Treynor ratios for the fund?

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