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 .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 

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Financial Management: Consider the following information for a mutual fund the
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