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 $0\mathrm{.}97.$

Year Fund Market Risk$-$Free

$201120\mathrm{.}0\%38\mathrm{.}5\%1\%$

$201225\mathrm{.}120\mathrm{.}94$

$201313\mathrm{.}813\mathrm{.}62$

$20147\mathrm{.}48\mathrm{.}46$

$20152\mathrm{.}044\mathrm{.}22$

What are the Sharpe and Treynor ratios for the fund?Sharpe Ratio $=1\mathrm{.}05\%/$ Standard Deviation of Excess Returns

Treynor Ratio $=1\mathrm{.}05\%/$ Beta