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. Year Fund Market Risk-Free 2011 22.4 % 42.5 % 3 % 2012 25.1 21.3 5 2013 14.2 14.8 2 2014 6.6 8.8 6 2015 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.)

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. Year 2011 2012 2013 2014 2015 Fund -22.4% 25.1 14.2 6.6 -2.28 Market -42.5% 21.3 14.8 8.8 -5.2 Risk-Free 3% 5 2 6 3 What are the Sharpe and Treynor ratios for the fund? (Do not round intermediate calculations. Round your answers to 4 decimal places.) 1.2367 Sharpe ratio Treynor ratio 0.0797