Chapter 13 HWi 9 25 points eBook Print References Year 2018 2019 2020 2021 2022 Fund -15.8% 25.1 13.1 7.6 -1.62 Sharpe ratio Treynor ratio Problem 13-19 Performance Metrics (LO1, CFA5) 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. Market -31.5% 20.2 11.5 8.0 -3.2 Saved Prev Risk-Free 3% 5253 9 of 10 Help What are the Sharpe and Treynor ratios for the fund? Note: Do not round intermediate calculations. Round your answers to 4 decimal places. Save & Exit Submit Next > 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 . What are the Sharpe and Treynor ratios for the fund? Note: 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 0.97 . What are the Sharpe and Treynor ratios for the fund? Note: Do not round intermediate calculations. Round your answers to 4 decimal places