Question: 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 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%. You want to evaluate the three mutual funds using the Jensen measure for performance evaluation. The fund with the highest Jensen measure of performance is. fund A fund B fund C S&P 500

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