The mean and standard deviation (SD) of monthly returns, over a given period of time, for the stock markets of two countries, X and Y are Country X Mean (%) 1.57 1.92 SD (%) 4.87 7.64 Y Assuming that the monthly risk-free interest rate is 0.25%, the Sharpe performance measures, SHP(X) and SHP(Y), and the performance ranks, respectively, for X and Y are: A. SHP(X) = 0.271, rank = 1, and SHP(Y) = 0.219, rank = 2 B. SHP(X) = 0.271, rank = 2, and SHP(Y) = 0.219, rank = 1 C. SHP(X) = 18.84, rank = 1, and SHP(Y) = 23.04, rank = 2 D. SHP(X) - 23.04, rank = 2, and SHP(Y) = 18.84, rank = 1