Outlook shortcut keys for "Categories" not working

I have assigned shortcut keys for 4 Categories in Outlook, assigning them to

Ctrl+F2 through Ctrl+F5

using the dropdown in the Categories-dialog.

However, none of the shortcuts are working, i.e. nothing happens when I press the shortcuts.

I have tried assigning them to other combinations like Ctrl+F10, but with no result.

I'm running on a Danish keyboard, but I have no problems with any other shortcuts.

Update

If someone should stumble over this later, the accepted answer below solved if for me in this instance. However, I have later encountered the same problem again. This time the keys were "moved" 5 places up. So the category that should have been assigned using Ctrl+F2, could be assigned by using Ctrl+F7!

Answer

I was searching on Google, and then I randomly stumbled upon the answer myself while playing around in Outlook. I'm using Outlook 2010, but I believe it should be the same for your Outlook 2013.

Here's what I did.

1. 
   

   Right-click the account folder in the folder tree (so not inbox, but the folder in the level above it: ExampleUser@Example.com)

   
   


2. 
   

   Choose Data Folder Properties.

   
   


3. 
   

   Click Upgrade to Color Categories... -> Yes -> OK.

   
   


4. 
   

   Exit Outlook and reopen it.

   
   

Your hotkeys should now work.