Average Standard Beta Unsystematic Fund Return Deviation Coefficient Risk A 0.3646 0.4432 1.1880 0.0436 B 0.3268 0.3340 1.0560 0.0688 C 0.4402 0.4276 1.9800 0.0940 D 0.3898 0.4900 1.7160 0.0400 EFG 0.3016 0.3808 1.0560 0.0604 0.5032 0.4744 2.3760 0.0772 0.3772 0.3964 1.2540 0.0604 Market 0.3520 0.3652 1.0000 0.0000 Risk-free 0.0500 0.0000 return