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

eturn correlation between the fund and the market is $0\mathrm{.}97.$

What are the Sharpe and Treynor ratios for the fund?

Note: Do not round intermediate calculations. Round your answers to $4$ decimal places.

Answer is complete but not entirely correct.