Fund A has an expected return of 10.1%, a standard deviation of 15.6% and a beta of 1.05. Fund B has an expected return of 9.1%, a standard deviation of 17.8% and a beta of 1.10. Fund C has an expected return of 8.9%, a standard deviation of 16.8% and a beta of 0.90. Fund D has an expected return of 11.2%, a standard deviation of 19.1% and a beta of 1.05. The S&P 500 index has an expected return of 10.5%, a standard deviation of 16.2% and a beta of 1.00. The T-bill has an expected return of 4.5% What would the Fund B's beta need to be for it to have the same Treynor's Ratio as Fund C? 0.90 0.94 1.00 1.03