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 8.2% 35% 0.9 B 9.7% 40% 1.2 8.6% 2.5% 1.1 S&P 500 7.9% 20% 10 You wish to evaluate the three mutual funds using the Sharpe measure for performance evaluation. The fund with the highest Sharpe measure of performance is Impossible to calculate Fund C Fund B Fund A