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Option D is : found C

The average returns, standard deviations, and betas for three funds are given below along with data for the S&P 500 Index. The risk-free return during the sample period is 6% Fund B S&P 500 Avg 13.6% 13.1% 12.4% 12.0% Std Dev 40% 25% 30% 15% Beta 1.1 1.0 1.3 1.0 You want to evaluate the three mutual funds using the Sharpe ratio for performance evaluation. The fund with the highest Sharpe ratio of performance is Select one A fund B .B fund A .C The answer cannot be determined from the information given .D C