What is the gravitational self energy of a thin hollow sphere of mass M and radius R ?

Q: What is the gravitational self energy of a thin hollow sphere of mass M and radius R ?

(a) $-\frac{G M^2}{R}$

(b) $-\frac{G M^2}{2 R}$  –

(c) $-\frac{G M^2}{\sqrt{2} R}$

(d) $-\frac{2 G M^2}{R}$

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Ans: (b)