12. Consider the following data: The correlation between the returns on the Russell Fund and the S\&P Fund is 0.7. The rate on Tbills is 6%. Which of the following portfolios would you prefer to hold in combination with Tbills and why? (Hint: look at the sharp ratios) (a) Russell Fund (b) Windsor Fund (c) S\&P Fund (d) A portfolio of 60% Russell Fund and 40% S\&P Fund