Question: Question 24 OS The average returns, standard deviations, and bets for three funds are given below along with data for the SAP NOW. Thus risk-free

Question 24 OS The average returns, standard deviations, and bets for three funds are given below along with data for the SAP NOW. Thus risk-free return during the sample period is 6 percent Fund Average (4) Standard deviation (") Beta 13.60 40 1.10 B 13.10 25 1.00 12.40 30 1.20 S&P 500 12.00 15 1.00 You want to evaluate the three mutual funds using the Sharpe ratio for performance evaluation. The fund with the waves Sharpe ratio of performance is O Fund A O Fund a O Fundo

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