What are the sharpe and treynor ratios for the fund

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Consider the following 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 Fund Market Risk-Free 2008 –15.20 % –30.5 % 3 % 2009 25.1 20.1 4 2010 13.0 11.2 2 2011 7.4 8.0 5 2012 –1.56 –3.2 2 What are the Sharpe and Treynor ratios for the fund

Reference no: EM131176646

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What are the sharpe and treynor ratios for the fund : Consider the following 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 Fund Market Risk-Free 2008 –15.20 % –30.5 % 3 % 2009 25.1 20.1 4 20..

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