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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

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 .00022. What are the sharpe measure and m2 measure for the fund?

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