Answer Problems 19 through 21 based on the following information. 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 Risk-Free 1% 3 2 4 2 Year Fund 2018 -15.2% -24.5% 2019 25.1 19.5 2020 12.4 9.4 2021 6.2 7.6 2022 -1.2 -2.2 19. Performance Metrics (LO1, CFA5) What are the Sharpe and Treynor ratios for the fund? 20. Jensen's Alpha (LO1, CFA5) Calculate Jensen's alpha for the fund, as well as its information ratio. 21. Sortino Ratio (LO1, CFA5) What is the Sortino ratio for the fund and the market?

Answer Problems 19 through 21 based on the following information. 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 . 19. Pefformance Metrics (LO1, CFA5) What are the Sharpe and Treynor ratios for the fund? 20. Jenses's Alpha (LO1, CFA5) Calculate Jensen's alpha for the fund, as well as its information ratio. 21. Sortine Ratio (LO1, CFA5) What is the Sortino ratio for the fund and the market