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%.

The average returns, standard deviations, and betas for three funds are given

What is the Sharpe Ratio for Fund C?

Question 8 options:

	21.33%
	60%
	19%
	28.4%

Fund A B S&P 500 Avg 13.6% 13.1% 12.4% 12.0% Std Dev 40% 25% 30% 15% Beta 1.1 1.0 1.3 1.0

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