The following table contains historical stock returns for four stocks.

	ABC	LOL	OMG	XYZ
Dec-18	3.9%	5.1%	4.8%	0.6%
Jan-19	4.8%	-2.7%	-2.7%	6.8%
Feb-19	-3.6%	8.5%	5.1%	2.4%
Mar-19	5.5%	-1.3%	-0.6%	5.0%
Apr-19	1.5%	9.5%	4.9%	-3.4%
May-19	7.8%	-3.5%	4.2%	10.1%
Jun-19	1.5%	7.2%	3.8%	-5.3%
Jul-19	6.4%	0.4%	1.6%	7.3%
Aug-19	-0.2%	2.2%	0.3%	-2.3%
Sep-19	1.7%	-1.3%	7.9%	8.1%
Oct-19	-0.3%	9.5%	-6.8%	-2.0%
Nov-19	3.8%	-6.5%	9.2%	5.4%
Dec-19	4.2%	10.7%	-0.5%	-3.2%

If the risk-free rate is 2.0%, what is the monthly Sharpe Ratio on an equally-weighted portfolio which invests each month in the two stocks with the lowest returns during the previous month.

Please do in Excel if possible, and show formulas. Thank you!