The risk-free rate, average returns, standard deviations, and betas for three funds and the S&P 500 are given below. Fund A B S&P 500 rf Avg 17.5% 12.5% 14.5% 10% 6.5% Std Dev 28.5% 23.5% 18.5% 15% Beta 1.30 1.05 1.10 1 If these portfolios are subcomponents that make up part of a well-diversified portfolio, then portfolio is preferred. Multiple Choice S&P 500 O a A O B