Following information for a mutual fund, the market index, and the risk-free rate

jagguarpaw January 10, 2017 0 Comments

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

Consider the following information for a mutual fund, the market index, and the risk-free rate. You should also know that the return correlation between the fund and the market is .97.

Year Fund Market Risk-Free

2008 -14.85% -29.5% 3%

2009 25.1 20.0 5

2010 12.9 10.9 2

2011 7.2 8.0 5

2012 -1.50 -3.2 3

What are the Sharpe and TREYNOR ratios for the fund? (Do not round intermediate calculations. Round your answer to 4 decimal places.)