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%. Beta Fund . 3 Ang 13.69 13.15 Sed Des 405 235 30% 155 1.0 13 SAP 500 1209 TO 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 Multiple Choice fund A und B tund S&P 500

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