c-1. Given a risk-free rate of 2%, calculate the Sharpe ratio for each fund. What does this ratio imply? Note: Round intermediate calculations to at least 4 decimal places and final answers to 2 decimal places. 0.2. Over this time period, the Sharpe rato implies that the: Technology fund had a higher reward per unit of risk. Energy fund had a higher reward per unit of risk. Technology fund had the higher relative dispersion Energy fund had the lower relative dispersion. The accompanying data file shows the annual returns (in % ) for a technology mutual fund and an energy mutual fund over the past 37 years. Click here for the Excel Data File a. Which fund had the higher reward over this time period? b. Which fund was riskler over this time period