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Information for a mutual fun

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Reference no: EM13680883

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 0.91.

Year Fund Market Risk-Free

2008 -20.6 % -39.5 % 1 %
2009 25.1 21 3
2010 13.9 13.9 2
2011 7.6 8.8 4
2012 -2.1 -5.2 2

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

Sharpe ratio
Treynor ratio

Reference no: EM13680883

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