You have been given the following return information for a mutual fund, the market index,...
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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 2016 2017 2018 2019 Fund - 18.3K 25.1 13.6 Market -36.5% 20.7 13.0 8.4 - 4.2 Risk-free 1x 6 2 6 2 7.0 -1.92 What are the Sharpe and Treynor ratios for the fund? (Do not round intermedinte calculations. Round your answers to 4 decimal places.) Sharpe rabo Treynor ratio
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