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

25. The average returns, standard deviations, and betas for three funds are

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 the sample period is 6%. Fund A B C S&P 500 Avg Ret 13.6% 13.1% 12.4% 12.0% Std Dev 40% 25% 30% 15% Beta 1.1 1.0 1.3 1.0 You want to evaluate the three mutual funds using the Treynor measure for performance evaluation. The fund with the highest Treynor measure of performance is

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