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Given: Year Fund A Fund B 2019 23% 49% 2018 25% -27% 2017 23% Arithmetic Average 15.00% 15.00% Standard Deviation 15.62% 38.63% Beta 1.60 0.75

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Given: Year Fund A Fund B 2019 23% 49% 2018 25% -27% 2017 23% Arithmetic Average 15.00% 15.00% Standard Deviation 15.62% 38.63% Beta 1.60 0.75 f-squared (2) 85 30 Risk-free Rate 4.596 Based upon the Treynor Ratio, which answer is correct Fund A's is higher but ther-squared makes it irrelevant Fund Bs is higher and the r squared makes it relevant Fund AS is higher and the required make it aluvant Fund Bs is higher out ther-squared makes it irrelevant

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