Question: TE Question 13 3.34 pts Funds E(R) st. Der Beta Alpha M Sharpe Ratio 0.700 Treynor Index 0.117 A 25% 20N 1.2 -1.6% 0.3% B

TE Question 13 3.34 pts Funds E(R) st. Der Beta Alpha M Sharpe Ratio 0.700 Treynor Index 0.117 A 25% 20N 1.2 -1.6% 0.3% B 17% 20% 1.9 0.615 0.054 -1.3 C 9X 12% 08 0.667 0.100 -2.4% -0.3% SAP 500 14% 19% 1 0.684 0.130 RI 1% Based on the table above, which investment would be the best choice if you were looking at the total risk of the investment consider S&P 500 as one of the investment options) B C S&P 500

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