What are the sharpe and treynor ratios for the fund

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Question - The following return 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

2015

-17.0%

-33.5%

2%

2016

25.1

20.4

6

2017

13.3

12.1

2

2018

6.4

8.0

5

2019

-1.74

-3.2

3

Required - What are the Sharpe and Treynor ratios for the fund?

Reference no: EM133079912

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