In the past year, Fred's share portfolio earned 4.0% while over the same period the market index earned 6.0%. The average risk-free rate in the past year was 2%. The standard deviation of Fred's portfolio and the market portfolio were 30% and 20% respectively. The M2 measure of the performance of Fred's portfolio is closest to: -3.33% -4,44% -4.00% 0 -2.67% 2.67%