7Check my workYou have been given the following return information for a mutual fund, the market index, and the risk-free rate. You also know thatthe return correlation between the fund and the market is 0.97.1.25pointsYearFund2018-18.8%Market-36.5%Risk-Free1%Skipped201925.120.76202013.613.02202120227.0-1.928.4-4.262eBookWhat are the Sharpe and Treynor ratios for the fund?PrintNote: Do not round intermediate calculations. Round your answers to 4 decimal places.ReferencesSharpe ratioTreynor ratio

Step 1:Excel computation:A1BCDE2YearFundMarketRisk-free…

Answered: 7 Check my work You have been given the…

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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