The market portfolio has an expected excess return of $6\%$ and and a standard deviation of $15\%.$

Asset A sits above the SML and has an expected excess return of $10\%$ inclusive of alpha of $2\%,$ and an R$2$ against the market portfolio excess return of $0\mathrm{.}50.$ What is Asset A$\text{'}$s Sharpe ratio,Treynor Measure and Information ratio?

Enter your answer to $3$ decimal places eg if your answer is $0\mathrm{.}4579$ enter as $0\mathrm{.}458.$