Consider the following information for a mutual fund the


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 –17.00 % –33.5 % 2 % 2009 25.1 20.4 6 2010 13.3 12.1 2 2011 6.4 8.0 5 2012 –1.74 –3.2 3 What are the Sharpe and Treynor ratios for the fund?

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Financial Management: Consider the following information for a mutual fund the
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