Question: During a 5-year period, the relevant results for the aggregate market are that the risk-free rate is 8 percent and the return on market is

During a 5-year period, the relevant results for the aggregate market are that the risk-free rate is 8 percent and the return on market is 14 percent. For that period, the results of four portfolio managers are as follows:

Portfolio Manager	Average Return (%)	Volatility	Beta
A	13	12	o.so
B	14	14	1.05
C	17	g	1.25
D	13	8	0.90

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