None You have been given the following return information for a mutual fund, the market index, and the risk-free rate. You also know that thereturn correlation between the fund and the market is 0.97.Year2018Fund-15.26Market-24.5Risk-Free14201925.119.53202012.49.42202120226.2 7.6-1.24-2.22What are the Sharpe and Treynor ratios for the fund?Note: Do not round intermediate calculations. Round your answers to 4 decimal places.Sharpe ratioTreynor ratio

The Treynor ratio is identified using two variables namely the excess returns and the beta value.…

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. Fund Market Risk-Free Year 2018 -15.26 -24.51 19 2019 25.1 19.5 3 2020 12.4 9.4 2 2021 6.2 7.6 2022 -1.2 -2.2 What are the Sharpe and Treynor ratios for the fund? Note: Do not round intermediate calculations. Round your answers to 4 decimal places. Sharpe ratio Treynor ratio

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. Fund Market Risk-Free Year 2018 -15.26 -24.51 19 2019 25.1 19.5 3 2020 12.4 9.4 2 2021 6.2 7.6 2022 -1.2 -2.2 What are the Sharpe and Treynor ratios for the fund? Note: Do not round intermediate calculations. Round your answers to 4 decimal places. Sharpe ratio Treynor ratio

Pfin (with Mindtap, 1 Term Printed Access Card) (mindtap Course List)

7th Edition

ISBN:9780357033609

Author:Randall Billingsley, Lawrence J. Gitman, Michael D. Joehnk

Publisher:Randall Billingsley, Lawrence J. Gitman, Michael D. Joehnk

Chapter13: Investing In Mutual Funds, Etfs, And Real Estate

Section: Chapter Questions

Problem 5FPE

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