$5.$ Consider the following historical performance data for two different portfolios, the Standard and Poor$$s $500,$ and the $90-$day T$-$bill. Investment Vehicle Average Rate of Return Standard Deviation Beta R$2$ Fund $126\mathrm{.}40\%20\mathrm{.}67\%1\mathrm{.}3510\mathrm{.}751$ Fund $213\mathrm{.}2214\mathrm{.}200\mathrm{.}9050\mathrm{.}713$ S&P $50015\mathrm{.}7113\mathrm{.}2590-$day T$-$bill $6\mathrm{.}200\mathrm{.}50$ a$.$ Calculate the Fama overall performance measure for both funds. b$.$ What is the return to risk for both funds? c$.$ For both funds, compute the measures of $(1)$ selectivity, $(2)$ diversification, and $(3)$ net selectivity. d$.$ Explain the meaning of the net selectivity measure and how it helps you evaluate investor performance. Which fund had the best performance?