Question: Problem 1 3 - 1 9 Performance Metrics ( LO 1 , CFA 5 ) You have been given the following return information for a

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.
Year Fund Market Risk-Free
201823.0%43.5%3%
201925.121.45
202014.315.12
20216.88.86
20222.345.22
What are the Sharpe and Treynor ratios for the fund?
Note: Do not round intermediate calculations. Round your answers to 4 decimal places.

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