17. What is the risk-adjusted performance of Fund A, if the risk-free rate of return is 5.7%? Fund A: Average rate of return = 7.82%, Standard deviation of annual return = 7.60% and Beta = 0.950 What is the What is the risk-adjusted performance of Fund B, if the risk-free rate of return is 5.7%? Fund B: Average annual return = 12.87%, Standard deviation of annual return = 15.75% and Beta = 1.250 What is the risk-adjusted performance of Fund C, if the risk-free rate of return is 5.7%? Fund C: Average annual return = 10.34%, Standard deviation of annual return = 18.74% and Beta = 0.857

Show all work.