What are the sharpe and treynor ratios for the fund

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Reference no: EM13266912

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.)

Reference no: EM13266912

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