10. Based on the tables and charts above, which chart represents depiction of DIS performance based on CAPM evaluation? A. A B. B C. C D. D

\begin{tabular}{|l|c|c|} \hline & R (S\&P 500) & R (DIS) \\ \hline Average & 12.0% & 20.0% \\ \hline Variance & 0.04537 & 0.08410 \\ \hline St. dev. & 21.3% & 29.0% \\ \hline \end{tabular} Rf 1.0% \begin{tabular}{|l|c|c|} \hline Regression results & & \\ \hline Intercept & & 0.0155 \\ \hline Beta & 1 & 2.0 \\ \hline St. Dev. (ei) & & 9.12% \\ \hline \end{tabular} \begin{tabular}{|l|c|c|} \hline Performance Measures \\ \hline Sharpe ratio & 0.5164 & 0.6552 \\ \hline M2 & & 2.96% \\ \hline & & \\ \hlineR (CAPM Predicted) & & 23.00% \\ \hline Jehnsen Alpha & & 3.00% \\ \hline Treynor Index & 0.1100 & 0.0950 \\ \hline \end{tabular}