Question: Question 25 The average returns standard deviations, and betas for the funds are given below along with data for the LP 100 Index The risk

 Question 25 The average returns standard deviations, and betas for the

Question 25 The average returns standard deviations, and betas for the funds are given below along with data for the LP 100 Index The risk free return during the sample period is 6 percent Fund Average () Standard deviation () Beta A 13.60 40 1.10 13.10 25 1.00 12.40 20 1.30 S&P 500 12.00 15 1.00 You want to evaluate the three mutual funds using the Treynor measure for performance evaluation. The fund with the Wighest Treynor measure of performance is O Fund A O Fund B Fund C

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