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mework_Chpt13 Saved Help Save & Exit Submi Check my work 8 Problem 13-19 Performance Metrics (L01, CFA7) UT You have been given the following return
mework_Chpt13 Saved Help Save & Exit Submi Check my work 8 Problem 13-19 Performance Metrics (L01, CFA7) UT 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 0.97. nts eBook Year 2011 2012 2013 2014 2015 Fund -21.2% 25.1 14.0 6.2 -2.16 Market -40.5% 21.1 14.2 8.8 -5.2 Risk-Free 2% 4 2 4 3 Ask Print eferences 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 w Prev 8 of 8 Next ........ tion
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