Consider a market as described in the table below. Asset Sharpe ratio Alpha/Idiosyncratic Volatility X 0.60 0.08 Y 0.40 -0.08 All others 0.79 0.00 M 0.80 0.00 "Market" refers to the value-weighted aggregate portfolio of all risky assets. "All others" refer to the value- weighted portfolio of all other risky assets in the market except for assets X and Y. Which statement below is true regarding the highest Sharpe ratio that a risk-averse investor with the typical mean-variance preference of investments could obtain? Please round your calculation to the nearest 2nd decimal. a. The highest obtainable Sharpe ratio is 0.81, through holding a portfolio of M. X and Y O b. The highest obtainable Sharpe ratio is 0.96, through holding a portfolio of M, X and Y O c. The highest obtainable Sharpe ratio is 0.80, through holding a portfolio of Mand X O d. The highest obtainable Sharpe ratio is 0.88, through holding a portfolio of Mand X O e. The highest obtainable Sharpe ratio is 0.8, through holding M