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Business, 28.06.2020 02:01 batista68

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. Year Fund Market Risk-Free
2011 -15.13% -25.1 2%
2012 25.1% 19.6 4
2013 12.5 9.7 2
2014 6.4 7.6 4
2015 -1.26 -2.2 3
What are the Sharpe and Treynor ratios for the fund?

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