Question: Check my work Problem 13-19 Performance Metrics (LO1, CFA7) You have been given the following return information for a mutual fund, the market index, and
Check my work Problem 13-19 Performance Metrics (LO1, CFA7) 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 2011 2012 2013 2014 2015 -20.0% 25.1 13.8 7.4 -2.04 -38.5 20.9 13.6 -4.2 What are the Sharpe and Treynor ratios fo the fund? (Do not round intermediate calculations. Round your answers to 4 decimal places.)
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