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9 Problem 13-19 Performance Metrics (LO1, CFA7) 1.25 points You have been given the following return information for a mutual fund, the market index, and
9 Problem 13-19 Performance Metrics (LO1, CFA7) 1.25 points 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. Market Fund -21.2% Year 2015 2016 2017 2018 2019 Risk-Free 2% 4 2 4 3 eBook -40.5% 21.1 14.2 8.8 -5.2 14. 6.2 -2.16 Print What are the Sharpe and Treynor ratios for the fund? (Do not round intermediate calculations. Round your answers to 4 decimal places.) References Sharpe ratio Treynor ratio
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