Overe the past 5 years, the average monthly return on the market portfolio has been 0.9% and a 1.2% standard deviation.The average monthly risk free rate has been 0.1%. The average monthly returns andstandard deviation returns for the funds has been 1.0% and 1.0%. The covariance of the fund's return with the market is 0.0022. Which are the sharpe measure and the M2 measure for the fund?

A. Sharpe 0.90. M^2 0.10%

B. Sharpe 0.90. M^2 0.28%

C. Sharpe 1.00. M^2 -0.05%

D. Sharpe 1.00. M^2 0.28%

E. Sharpe 0.67. M^2 0.28%

F. Sharpe 0.67. M^2 -0.05%

G. Sharpe 0.67. M^2 0.10%

H. Sharpe 1.00 M^2 0.10%

I. Sharpe 0.90 M^2 -0.05%

Will rate, thank you!