Question: Fund R St. Dev. Beta Intercept A 1.1 18% 19% 20% 30% 35% 25% | Var (Residuals) 0.0416 0.0549 0.0049 St. Dev. (Residuals) 20.40% 23.43%

Fund R St. Dev. Beta Intercept A 1.1 18% 19% 20% 30% 35% 25% | Var (Residuals) 0.0416 0.0549 0.0049 St. Dev. (Residuals) 20.40% 23.43% 7.00% 0.02 0.01 0.03 1.3 1.2 20% 1 S&P 500 RE 15% 5% Based on the table above, which portfolio, A, B, or C should receive the highest allocation of the investment resources based on Regression Analysis and Intercept/Varle:) Ratio measure? B, because it has the highest beta C, because it has the highest Intercept/var(residuals) ratio B, because it has the highest st. dev. of residuals Neither one is acceptable C, because it has the highest average return
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