$1.$ Given the following data, calculate the Reward$-$to$-$Risk ratio using Sharp Ratio and Treynor Ratio. Using Securities Market Line $($SML$),$ find out the expected return of three funds and indicate which fund you should sell and which you will buy.

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Portfolio Return

Risk$-$free Return

Standard Deviation

Beta

M$-$B Fund

$10\%$

$6\%$

$16\%$

$0\mathrm{.}93$

F$-$I Fund

$15\%$

$6\%$

$20\%$

$1\mathrm{.}21$

G$-$M Fund

$8\%$

$6\%$

$11\%$

$1\mathrm{.}04$