Over the past 5 years, the average monthly return on the market portfolio has been 0.9% with a 1.2% standard deviation. The average monthly risk free rate has been 0.1%. The average monthly returns and standard deviation of returns for Illini Investment Funds has been 1.0% and 1.0%, respectively. The covariance of the Illini Investment Fund's returns with the market is 0.00022. What are the Sharpe measure and the M2 measure for the fund? Note: Partial credit will be awarded for correct Sharpe or correct M^2. Oa. Sharpe 0.90; M^2 0.28% O b. Sharpe 0.90; M^2 0.10% Oc. Sharpe 0.67; M^2 0.28% Od. Sharpe 0.90; M^2 -0.05% e. Sharpe 1.00; M^2 -0.05% f. Sharpe 0.67; M^2 -0.05% g. Sharpe 1.00; M^2 0.28% Oh. Sharpe 0.67; M^2 0.10% Oi. Sharpe 1.00; M^2 0.10% A Moving to another question will save this response. Question 23 of 34 >>>