The following data are available relating to the performance of Monarch Stock Fund and the market portfolio: Market Monarch Portfolio Average return 16% 12% Standard deviations of 26% 22% returns Beta 1.15 1.00 Residual standard deviation 1% 0% The risk-free return during the sample period was 4%. Calculate Sharpe's measure of performance for Monarch Stock Fund. Multiple Choice О 0.44 None of the options are correct. О О О 0.01 0.46 0.55