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

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Finance

You have been given the following return information for amutual fund, the market index, and the risk-free rate. You alsoknow that the return correlation between the fund and the market is0.97.
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? (Donot round intermediate calculations. Round your answers to 4decimal places.)

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1 Computation of Portfolio Return andVarianceYearReturn on MarketReturn on FundRisk Free RateVariance ofMarketVariance OF See Answer

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You have been given the following return information for amutual fund, the market index, and the risk-free rate. You alsoknow that the return correlation between the fund and the market is0.97.YearFundMarketRisk-Free2011–17.0%–33.5%2%201225.120.46201313.312.1220146.48.052015–1.74–3.23What are the Sharpe and Treynor ratios for the fund? (Donot round intermediate calculations. Round your answers to 4decimal places.)

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