You are provided the monthly returns data for an investment fund and its benchmark for the last five months. The fund returned 2.0%, 0.9%, 1.5%, 1.4%, and -1.7% in these five months respectively. The benchmark returned 1.5%, 0.4%, 0.4%, 0.5%, and -1.0% in the corresponding five months. The risk-free asset has an effective annual return (EAR) of 1% during these five months. The beta of the fund is 0.6302. What is the Sharpe Ratio of the fund using annualized numbers?

	1.79
	1.84
	1.88
	1.93
	1.97