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 97.Tear20152016201720182019Fund-15.8%25.113.17.6-1.62Sharpe ratioTreynor ratioMarket-31.5020.211.58.0-3.2Risk-Free.395253What are the Sharpe and Treynor ratios for the fund? (Do not round intermediate calculations. Round your answers to 4 decimalplaces.)

Sharpe ratio is the ratio, which was developed by William F. Sharpe that are used to helps the…

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 .97. Year 2015 2016 2017 2018 2019 Fund -15.8% Sharpe ratio Treynor ratio 25.1 13.1 7.6 -1.62 Market -31.59 20.2 11.5 8.0 -3.2 Risk-Free 39 5 2 5 3 What are the Sharpe and Treynor ratios for the fund? (Do not round Intermediate calculations. Round your answers to 4 decimal places.)

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 .97. Year 2015 2016 2017 2018 2019 Fund -15.8% Sharpe ratio Treynor ratio 25.1 13.1 7.6 -1.62 Market -31.59 20.2 11.5 8.0 -3.2 Risk-Free 39 5 2 5 3 What are the Sharpe and Treynor ratios for the fund? (Do not round Intermediate calculations. Round your answers to 4 decimal places.)

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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