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.) |