In 2021, fund ABC generated a return of 29% with a standard deviation of 57%. During the same period, the return of the market portfolio was 12%, with a standard deviation of 19%. What was M² in 2021 for fund ABC if its market beta for the same period was 2.5 and the risk-free rate was 5%? a. 1.00% b. -2.33% c. 6.50% d. 2.65%