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
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 Fund Market RiskFree 2015 23 . 0% 43 . 5% 3% 2016 25 . 1 21 . 4 5 2017 14 . 3 15 . 1 2 2018 6 . 8 8 . 8 6 2019 2 . 34 5 . 2 2 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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