How to politely put a man in his place?

I was introduced to a guy by a mutual girl friend and we started to hang out (all 3 of us) a lot. Initially he had a crush on me and told my friend about it. She ended up trying to make it happen but I was never up for it because I genuinely think I deserved better than him. He sometimes makes inappropriate jokes and is always making weird sexual comments which I don’t like. He also says things like ‘shut the f-up’ or’ what the f-k are you talking about’ when he talks to me and no men has ever talked to me the way he does so it makes me uncomfortable sometimes. I must admit that in the beginning I had a little bit of an attitude towards him bc of the way he spoke to me and I basically ended up rejecting him because I never really showed him interest. He recently got a gf and we still hang out because we have class together but I feel like lately he got even worse with the way he talks to me and the sexual jokes are always there no matter. Idk if it’s maybe because I never gave him attention or if he has someone else but how can I put him in his place? He does talk to my friend similarly but I feel like he’s meaner to me and just doesn’t really seem to respect me at all. We go to school together so I don’t wanna actually fight with him or create a situation but what can I say to him that is going to make him respect me and quit these jokes/comments in a polite/nice way?