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 $\mathrm{.}97.$

$\backslash$table$[[$Year$,$Fund,Market,Risk$-$Free$],[2015,-21\mathrm{.}2\%,-40\mathrm{.}5\%,2\%$