7 Check my work You have been given the following return 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 0.97. 1.25 points Year Fund 2018 -18.8% Market -36.5% Risk-Free 1% Skipped 2019 25.1 20.7 6 2020 13.6 13.0 2 2021 2022 7.0 -1.92 8.4 -4.2 6 2 eBook What are the Sharpe and Treynor ratios for the fund? Print Note: Do not round intermediate calculations. Round your answers to 4 decimal places. References Sharpe ratio Treynor ratio
7 Check my work You have been given the following return 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 0.97. 1.25 points Year Fund 2018 -18.8% Market -36.5% Risk-Free 1% Skipped 2019 25.1 20.7 6 2020 13.6 13.0 2 2021 2022 7.0 -1.92 8.4 -4.2 6 2 eBook What are the Sharpe and Treynor ratios for the fund? Print Note: Do not round intermediate calculations. Round your answers to 4 decimal places. References Sharpe ratio Treynor ratio
Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
Section: Chapter Questions
Problem 1PS
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Transcribed Image Text:7
Check my work
You have been given the following return 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 0.97.
1.25
points
Year
Fund
2018
-18.8%
Market
-36.5%
Risk-Free
1%
Skipped
2019
25.1
20.7
6
2020
13.6
13.0
2
2021
2022
7.0
-1.92
8.4
-4.2
6
2
eBook
What are the Sharpe and Treynor ratios for the fund?
Print
Note: Do not round intermediate calculations. Round your answers to 4 decimal places.
References
Sharpe ratio
Treynor ratio
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