What is the sharpe and treynor ratio

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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. 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 –14.85 % –29.5 % 3 % 2009 25.1 20.0 5 2010 12.9 10.9 2 2011 7.2 8.0 5 2012 –1.50 –3.2 3 what is the sharpe and treynor ratio?

Reference no: EM131176765

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