Question: 25. The average returns, standard deviations, and betas for three funds are given below along with data for the S&P 500 Index. The risk-free return

25. The average returns, standard deviations, and betas for three funds are given below along with data for the S&P 500 Index. The risk-free return during thesample period is 6%. Fund Beta Std Dev 40% 25% 30% 15% Avg Ret . 13.1% 12.4% 12.0% 1.0 1.3 1.0 S&P 500 You want to evaluate the three mutual funds using the Treynor measure for performance evaluation. The fund with the highest Treynor measure of pert

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