Homework: Chapter 6 End of Chapter Questions Save Score: 0 of 1 pt 10 of 10 (10 complete) Hw Score: 8296, 8.2 of 10 pts Problem 6.L03.53 (similar to) Question Help * The table below presents performance data for two mutual funds over the last 5 years the Socially Responsible Fund, and the Diamonds Are Forever Resource Fund. The table also includes information on the returns of the market index and T-Bills over the same period. Use this information to answer the question that follows Responsible Diamonds Market T-Bills Return 9.4 9% 5.0% 1% Standard Deviation 38% 33.80% 14% N/A Beta 2.5 2.6 NIA If you had invested in the market portfolio and T Bills in such a way as to match the beta of Diamonds Are Forever, then what return would you have eamed? The return on your portfolio would have been % Round to two decimal places.)