ATR Fund has realized returns of $-3\%,9\%,13\%,5\%,12\%$ over the past five years while the US Tbill 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 $8$ 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?

A$)$ Cannot be computed Ivith the information provided

B$)$ The Sharpe ratio is $1\mathrm{.}108$ while the Treynor measure is $6$

C$)$ The Sharpe ratio is $0\mathrm{.}954$ while the Treynor measure is $6$

D$)$ The Sharpe ratio is $1\mathrm{.}108$ while the Treynor measure is $5\mathrm{.}166$

E$)$ The Sharpe ratio is $0\mathrm{.}954$ while the Treynor measure is $5\mathrm{.}166$