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number 20 Answer Problems 19 through 21 based on the following information....

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Answer Problems 19 through 21 based on the following information. 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. Fund Market Risk-Free Year 2015 -15.2% 25.1 1% 3 2016 2017 -24.5% 19.5 9.4 7.6 -2.2 12.4 6.2 2 2018 4 19 -1.2 2 19. Performance Metrics (LOI, CFA7) What are the Sharpe and Treynor ratios for the fund? 20. Jensen's Alpha (L01, CFA7) Calculate Jensen's alpha for the fund, as well as its information ratio

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