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  3. you have been given the following return informati

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.

YearFundMarketRisk-Free
2011–23.6–44.51
201225.121.53
201314.415.42
201479.26
2015–2.4–6.22

What are the Sharpe and Treynor ratios for the fund? (Donot round intermediate calculations. Round your answers to 4decimal places.)

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Sharpe and    See Answer
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