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 –18.20 % –35.5 % 2 % 2009 25.1 20.6 5 2010 13.5 12.7 2 2011 6.8 8.4 6 2012 –1.86 –4.2 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.

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