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 0.97. Risk-Free 2% Year 2011 2012 2013 2014 2015 Fund -17.0% 25.1 13.3 6.4 -1.74 Market -33.5% 20.4 12.1 8.0 -3.2 wun What are the Sharpe and Treynor ratios for the fund? (Do not round intermediate calculations. Round your answers to 4 decimal places.) Answer is complete but not entirely correct. 0.1017 Sharpe ratio Treynor ratio 2.2008

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