Bhaghi 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 returncorrelation between the fund and the market is 0.97.Year20112012201320142015Fund-15.2%25.112.46.2-1.2SharperatioMarket-24.5%19.59.47.6-2.2TreynorratioWhat are the Sharpe and Treynor ratios for the fund? (Do not roundintermediate calculations. Round your answers to 4 decimal places.)X Answer is complete but not entirely correct.Risk-Free1%30.2273 x2423.4773 X

The Sharpe ratio assesses the return you receive relative to the risk taken in an investment. This…

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. Year 2011 2012 2013 2014 2015 Fund -15.2% 25.1 12.4 6.2 -1.2 Market -24.5% 19.5 9.4 7.6 -2.2 Risk-Free 1% 3 2 4 2 What are the Sharpe and Treynor ratios for the fund? (Do not round intermediate calculations. Round your answers to 4 decimal places.)