Which graph represents the correct depiction of the M² measure for (Your Portfolio after adding BA to it)?

Group of answer choices:

A) Graph 1

B) Neither one

C) Graph 2

SPY Your Current Portfolio BA Your Portfolio after adding BA to it Summary Statistics Average 0.70% 1.04% 1.43% 1.09% Variance 0.0014 0.0022 0.0038 0.0020 St.Dev. 3.71% 4.64% 6.20% 4.43% Regression Analysis Summary Intercept 0.00204 0.00793 0.00287 Beta 1 1.20562 0.92070 1.15489 Var (residuals) 0.000149 0.002676 0.000126 St. Dev.(residuals) 1.22% 5.17% 1.12% Rf = 0.05% Treynor Index 0.0065 0.0082 0.0150 0.0090 Sharpe Ratio 0.1740 0.2142 0.2231 0.2350 Graph #1 1.20% Portfolio + BA 1.00% m 0.80% Return 0.60% SPY 0.40% 0.20% 0.00% 0.00% 0.50% 1.00% 1.50% 2.00% 2.50% 3.00% 3.50% 4.00% 4.50% 5.00% St. Dev. Graph #2 1.20% Portfolio + BA 1.00% M2 0.80% Return 0.60% SPY 0.40% 0.20% 0.00% 0.00% 0.50% 1.00% 1.50% 2.00% 2.50% 3.00% 3.50% 4.00% 4.50% 5.00% St. Dev