Problem 13-19 Performance Metrics (LO1, CFA7) You have been given the following return information for a mutual fund, th

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Problem 13-19 Performance Metrics (LO1, CFA7) You have been given the following return information for a mutual fund, th

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Problem 13 19 Performance Metrics Lo1 Cfa7 You Have Been Given The Following Return Information For A Mutual Fund Th 1
Problem 13 19 Performance Metrics Lo1 Cfa7 You Have Been Given The Following Return Information For A Mutual Fund Th 1 (86.34 KiB) Viewed 10 times
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 2015 2016 2017 2018 2019 Fund -20.0% 25.1 13.8 7.4 -2.04 Sharpe ratio Treynor ratio Market -38.5% 20.9 13.6 8.4 -4.2 Risk-Free 1% 4 2 6 2 What are the Sharpe and Treynor ratios for the fund? (Do not round intermediate calculations. Round your answers to 4 decimal places.)
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