The Mean and Standard Deviation (SD)of Monthly Returns,over a Given

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 $$\begin{array} { c | c c } \hline \text { Country } & \text { Mean } ( \% ) & S D ( \% ) \\\hline \mathbf { X } & 1.57 & 4.87 \\\hline \mathbf { Y } & 1.92 & 7.64 \\\hline\end{array}$$ 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