QUESTION 19 Use the data below for questions 18 to 20 ============================================================================ Listed below are the characteristic lines and correlation's (correlation of each fund with the market) for three mutual funds: R1=-0.5 + 1.25Rm p=0.8 R2=1.25+0.95Rm p=0.75 R3=0.75+1.35Rm p=0.7 ============================================================================ Question 19. What percent of each fund's risk is systematic? A. 80.00; 75.00; 70.00 OB. 89.44; 86.60; 83.67 C. 100.00; 71.25; 94.50 D. 64.00; 56.25; 49.00