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	22.4	%	42.5	%	3	%
2016	25.1		21.3		5
2017	14.2		14.8		2
2018	6.6		8.8		6
2019	2.28		5.2		3

What are the Sharpe and Treynor ratios for the fund? (Do not round intermediate calculations. Round your answers to 4 decimal places.)