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 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 Risk-Free
2015 20.6 % 39.5 % 1 %
2016 25.1 21.0 3
2017 13.9 13.9 2
2018 7.6 8.8 4
2019 2.1 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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