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

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Finance

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 17.6 % 34.5 % 2 % 2012 25.1 20.5 4 2013 13.4 12.4 2 2014 6.6 8.4 5 2015 1.8 4.2 3 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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