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 return correlation between the fund and the market is 0.97. Year 2011 2012 2013 2014 2015 Fund -20.ex 25.1 13.8 7.4 -2.04 Market -38.5% 20.9 13.6 8.4 -4.2 Risk-Free 1% 4 2 6 2 What are the Sharpe and Treynor ratios for the fund? (Do not round intermediate calculations. Round your answers to 4 dec places.) 11.5604 Sharpe ratio Troynor ratio

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