george wants to evaluate the following investment options. He has collected the information below from the latest performaance report for the VGT mutual fund. Use CAPM to approximate the expected return in each of the mutual fund categories. Assume the risk-free investment is based on a 60-day U S treasury bill with a return of 3.85 % per year.

find name Beta total return % per year

A 0.96 15.5

B 1.09 16.14

C 1.06 22.5