Question: Problem 13-19 Performance Metrics (L01, CFA7) You have been given the following return information for a mutual fund, the market index, and the risk-free rate.

Problem 13-19 Performance Metrics (L01, CFA7) You have been given the

Problem 13-19 Performance Metrics (L01, 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 97. Year 2015 2016 2017 Tund -21.89 25.1 Market - 41.54 21.2 14.5 8.8 -5.2 Rink-Free 31 4 2 4 3 2018 6.4 -2.22 2019 What are the Sharpe and Treynor ratios for the fund? (Do not round intermediate calculations. Round your answers to 4 decimal places.) Sharpe ratio Treynor ratio

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