Question: 15. You want to evaluate three mutual funds using the Treynor ratio for performance evaluation. The risk-free rate during the sample period is 6%. The

15. You want to evaluate three mutual funds using the Treynor

15. You want to evaluate three mutual funds using the Treynor ratio for performance evaluation. The risk-free rate during the sample period is 6%. The average returns, standard deviations, and betas for the three funds are given below, as are the data for the S\&P 500 Index. The fund with the highest Treynor ratio is A) Fund A. B) Fund B. C) Fund C. D) Funds A and B (tied for highest). E) Funds A and C (tied for highest)

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