2) You want to evaluate three mutual funds using the Sharpe measure for performance evaluation. The risk-free return during the sample period is 5%. The average returns, standard # deviations, and betas for the three funds are given below, as are the data for the S&P 500 Index. Average Return Residual Standard Deviation Beta Fund A 23 % 30 % 1.3 Fund B 20 % 19 % 1.2 Fund C 19 % 17 % 1.1 S&P 500 18 15 % 1.0 % The investment with the highest Sharpe measure is A) Fund A. Fund B. Fund C. D) the index. E)_Funds A and C (tied for highest)