Question: The risk-free rate, average returns, standard deviations, betas, and M2 measures for three funds and the S&P 500 are given below. Fund Average Std Dev

The risk-free rate, average returns, standard deviations, betas, and M2 measures for three funds and the S&P 500 are given below. Fund Average Std Dev Beta M2 A 18% 30% 1.05 -1.33% B 25% 35% 1.3 1.43% C 20% 25% 1.2 2.00% S&P 500 15% 20% 1.0 Risk-free rate 5% Which fund has the most attractive risk-adjusted performance relative to the S&P 500

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