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

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%. Fund Beta T11 Ave 1369 13 199 12195 12.0% Std Der 4096 2596 T04 159 10 13 S&P 500 is preferred. If these funds are subcomponents that make up part of a well-diversified portfolio, then portfolio_ fund A fund B fundC The answer cannot be determined from the Information given

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