Home / Questions / 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
2011
6.8
8.4
6
2012
Ac€?o1.86
Ac€?o4.2
3
What are the Sharpe and Treynor ratios for the fund?
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