Consider the following information for a mutual fund, the market

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Consider the following information for a mutual fund, the market index, and the risk-free

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	Ac€?o18.20	%	Ac€?o35.5	%	2	%
2009	25.1		20.6		5
2010	13.5		12.7		2
2011	6.8		8.4		6
2012	Ac€?o1.86		Ac€?o4.2		3

What are the Sharpe and Treynor ratios for the fund?

Abhinav 03-Dec-2019

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Consider the following information for a mutual fund, the market index, and the risk-free

Consider the following information for a mutual fund, the market index, and the risk-free

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