need the answer

The following information concerns both problems 5 and 6. The average returns, standard deviations and betas for three mutual funds are given below along with data for the S&P 500 index. The risk free return during the sample period is 4%. Mutual Fund Average Return St Deviation Beta A 8.2% 35% 0.2 B 9.7% 40% 12 86% 11125% 1.1 S&P 500 7.9% 20% 1.0 You wish to evaluate the three mutual funds using the Treynor measure for performance evaluation This fund with the highest Treynor measure of performance is Fund C Fund B O Fund A Impossible to calculate