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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 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 Fund Market -38. 5% 20.9 13.6 Risk-Free Year 2011 2012 2013 2014 2015 1% 25.1 13.8 -2.04 -4.2 2 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
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