19. XYZ fund has a correlation coefficient of .9 with the S & P 500. What percentage of the variability of return on XYX fund is caused by the variability of the S & P 500? Also, what percentage of the funds variability is caused by unsytematic factors? A. 90%, 10% B. 81%, 10% C. 81%, 19% D 90%, 19% Make your selection: 20. ABC fund just reported had a 12 month return of 14%. If the fund has a standard deviation of 24%, and the 90-day T. Bill is yielding 4%, what is the fund's Sharpe Ratio? A. 0.3856 B. 0.3962 C. 0.4167 D 0.4257 Make your selection: 21. DEF fund had a return of 11% in the 12 months just ended, and had a required return of 15%. What is Jensen's Alpha for fund DEF? A. 4% B. -0.04 C. 0.04 D. -0.4% Make vour selection