A mid cap fund A large cap fund Return 16% 12% Beta 1.6 .8 Standard Deviation 3.6 2.6 The return on US T-Bills is 4%. The expected return of the S&P 500 is 10% and its standard deviation is 2.8. 31. Rank the three funds in terms of reward to systematic risk from highest to lowest

A. mid cap, large cap, market` D. mid cap, market, large cap B. large cap, market, mid cap E. large cap, mid cap, market C. market, mid cap, large cap

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