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....

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<br>return correlation between the fund and the market is 0.97.<br>1TTT<br>Fund<br>Risk-Free<br>Market<br>Year<br>2011<br>-20.6%<br>-39.5%<br>2012<br>25.1<br>21.0<br>3<br>2013<br>13.9<br>13.9<br>2<br>2014<br>7.6<br>8.8<br>2015<br>-2.1<br>-5.2<br>2<br>What are the Sharpe and Treynor ratios for the fund? (Do not round intermediate calculations. Round your answers to 4 decimal<br>places.)<br>Sharpe ratio<br>Treynor ratio<br>

Extracted text: 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. 1TTT Fund Risk-Free Market Year 2011 -20.6% -39.5% 2012 25.1 21.0 3 2013 13.9 13.9 2 2014 7.6 8.8 2015 -2.1 -5.2 2 What are the Sharpe and Treynor ratios for the fund? (Do not round intermediate calculations. Round your answers to 4 decimal places.) Sharpe ratio Treynor ratio

Jun 05, 2022

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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 0.97....

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