Question: New Tab X nal Exam - Under LockDown Browser i Help Save & Exit Submit 34 You want to evaluate three mutual funds using the

New Tab X nal Exam - Under LockDown Browser i Help Save & Exit Submit 34 You want to evaluate three mutual funds using the Treynor measure for performance evaluation. The risk-free return during the sample period is 6%. The average returns, standard deviations, and betas for the three funds are given below, in addition to information regarding the S&P 500 Index. Average Standard Return Deviation Beta Fund A 13% 10% 0.5 01.16:38 Fund B 19% 20% 1.0 Fund C 25% 30% 1.5 S&P 500 18% 16% 1. 0 The fund with the highest Treynor measure is Multiple Choice Fund C. Funds A and C (tied for highest) Next > hp

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