Given that the expected portfolio return is $7\mathrm{.}44\%,$ the standard deviation is $6\mathrm{.}12,$ the risk$-$free rate is $2\mathrm{.}25\%,$ the benchmark return is $4\mathrm{.}18\%,$ and the tracking error of the fund is $3.$ What is the Sharpe ratio for Fund A$?$

$1\mathrm{.}09$

$0\mathrm{.}85$

$1\mathrm{.}10$

$2\mathrm{.}67$