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 A B S&P 500 Avg 13.6% 13.1% 12.4% 12.0% Std Dev 40% 25% 30% on Beta 1.1 1.0 1.3 1.0 15% You want to evaluate the three mutual funds using the Sharpe ratio for performance evaluation. The fund with the highest Sharpe ratio of performance is Select one: O A. The answer cannot be determined from the informaticar given. B. fund A C fund B OD fund C ENG E90)