9. You wish to evaluate three mutual funds using the Sharpe measure for performance evaluation. The risk-free retum during the sample period is The average retuns, standard deviations and betas for the three funds are given below, as is the data for the S&P 500 index. Av Ret Std DeyBeta Fund A Fund B Fund C S&P 500 24% 12% 22% 18% 30% 10% 1.5 0.5 1.0 1.0 16% The fund with the highest Sharpe measure is a. Fund A b. Fund B c. Fund C d. Funds A and B are tied for highest e. Funds A and C are tied for highest You wish to evaluate three mutual funds using the Treynor measure for performance evaluation. The risk-free return during the sample period is 6%. The average returns, standard deviations, and betas for the three funds are given below, in addition to information regarding the S&P 500 index. 10. Fund A Fund B Fund C S&P 500 Av Ret. Std Dev.Beta 0.5 1.0 1.5 13% 19% 25% 18% 10% 20% 30% 16% The fund with the highest Trevnor measure is