Question: The average returns, standard deviations and betas for three funds are given below along with data for the S&P 5 0 0 index. The risk

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%.
\table[[Fund,Avg. Ret,St. Dev,Beta],[A,15%,40%,1.2],[B,13%,30%,1.1],[C,12.5%,25%,1.2],[S&P 500,12%,20%,1.0]]
You wish to evaluate the three mutual funds using the Sharpe measure for performance evaluation. The fund with the highest Sharpe measure of performance is q,
Fund A
Fund B
Fund C
Too little information
 The average returns, standard deviations and betas for three funds are

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