Question: Problem 1 3 - 1 9 Performance Metrics L 0 1 , CFA 5 You have been given following return information for a mutual fund,

Problem 13-19 Performance Metrics L01, CFA5 You have been given following return information for a mutual fund, the market index and the risk-free rate. You also know that the return correlation between fund and market is .97 Years 2018,2019,2020,2021,2022 fund -14.29,25.1,12.8,7.0,-1.44 Market -28.5,19.9,10.6,7.6,-2.2 Risk-free 2%,4%,2%,5%,2% What is the Sharpe and Treynor Ratios for the fund

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