Mutual fund-the market index and the risk-free rate

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Reference no: EM13809497

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 –21.20 % –40.5 % 2 %

2009 25.1 21.1 4

2010 14.0 14.2 2

2011 6.2 8.8 4

2012 –2.16 –5.2 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

Reference no: EM13809497

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Mutual fund-the market index and the risk-free rate : 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. What are the Sharpe and Treynor ratios for the fund?

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