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 0.95.

 

Year Fund Market Risk-Free







2008 -23 % -43.5 % 3 %
2009 25.1
21.4
5
2010 14.3
15.1
2
2011 6.8
8.8
6
2012 -2.34
-5.2
2

 

What are the Sharpe and Treynor ratios for the fund? (Round your answer to 4 decimal places.)

 

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Finance Basics: Consider the following information for a mutual fund the
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