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A strategy has a monthly total return of 0.0025(0.25%) and a monthly standard deviation of total returns of 0.0040(0.40%). The risk free rate is 2%

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A strategy has a monthly total return of 0.0025(0.25%) and a monthly standard deviation of total returns of 0.0040(0.40%). The risk free rate is 2% and the market risk premium is 4%, both per annum. What is the Sharpe ratio of this strategy in annual terms? 0.7517 0.6250 4.3750 0.2121

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