Mutual fund-the market index and the risk-free rate

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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 –15.13 % –25.5 % 2 % 2009 25.1 19.6 4 2010 12.5 9.7 2 2011 6.4 7.6 4 2012 –1.26 –2.2 3 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

Reference no: EM131070771

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