20 A company that researches mutual funds computes the annual return deviation as a mutual fund's return minus the benchmark index return. For Mutual Fund ABC, they compute the following numbers: Which one of the following is consistent with the table data? The mutual fund takes on more market risk than the benchmark The mutual fund takes on less market risk than the benchmark The mutual fund takes on the same market risk than the benchmark The mutual fund manager is definitely skilled at beating the benchmark The mutual fund manager is definitely not skilled at beating the benchmark