Consider a money market fund with a rate of return of 5% and the following risky funds:

Fund A: E(r) = .15; variance = .0400 Fund B: E(r) = .10; variance = .0225 Fund C: E(r) = .12; variance = .1000 Fund D: E(r) = .13; variance = .0625

The investor must develop a complete portfolio by combining the money market fund with one of the risky funds mentioned above. Which risky fund should the investor choose? What would be the Sharpe Ratio of her complete portfolio?