$3.$ ATR Fund has realized returns of $-3\%,9\%,13\%,5\%,12\%$ over the past five years while the US T$-$bill has been a constant $1\%$ per year. The fund charges $2\%$ MER on AUM at the start of the year but has no ISC or DSC$.$ The Beta of the fund is $1\mathrm{.}2$ while its standard deviation of returns has been $6\mathrm{.}49\%$ per year over this period. Finally, the S&P $500$ has yielded an average return of $6\%$ per year for the last five years with a standard deviation of $6\%.$ What is the Sharpe Ratio and Treynor measures of ATR Fund over this period?