Question: Problem 13-19 Performance Metrics (LO1, 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 (LO1, CFA7) You have been given the

Problem 13-19 Performance Metrics (LO1, 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 2018 2019 Fund -18.2% 25.1 13.5 6.8 -1.86 Market -35.5% 20.6 12.7 8.4 -4.2 Risk-Free 2% 5 2 6 3 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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