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35. 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 FundAvg Std Dev Beta 140% 125% | 30% 115% .A 13.6% 131% | 12.4% |120% 1.0 13 C S&P 500 u want to evaluate the three mutual funds using the Treynor measure for performance evaluation. The fund with the highest Treynor measure of performance is A. Fund A: B. Fund B; C Fund C D.A & B are tied; E.B&Care tied. 36. 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 eriod is 6 uT SAP 500205 You want to evaluate the three mutual funds using the Jensen measure for performance evaluation. The fund with the highest Jensen measure of performance is A. Fund A: B. Fund B C Fund C D.A& B are tied: E. B & Care tied. 15% 10 37. Omega Mutual Fund earned the following 3 annual rates of return: 11%;-996, 20% What average annual rate of return is Omega entitled to advertise in newspapers? A 6.6296; B, 6.8096; 6.94%; D.7.15; E733% 38. The proper formula for international interest rate parity is A. [1+ rfforeign))/[1+r(US)]-F/E B. [1 + r (US) I/[1 + r(foreign)]-EO/A C[1+r(US)/11+ rfforeign)] Fo/E E [1+US)I/+r(US)]-Eo/F 39. A fund has assets denominated in euros and liabilities in yen due in 6 months. The 6 month forward rate for the euro is $1.36 per euro, and the 6-month forward rate for the rdollar.The 6-month forward rate for the euro versus the yen should 176.22 154 67, D. x16456