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Risk free interest rate = 6% and: Fund Beta A A Average Return 13.6% 13.1% 12.4% 12.0% Standard Deviation 40% 25% 300 B S&P 500

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Risk free interest rate = 6% and: Fund Beta A A Average Return 13.6% 13.1% 12.4% 12.0% Standard Deviation 40% 25% 300 B S&P 500 100 You wish to evaluate the three mutual funds using the Treynor measure for performance evaluation. The fund with the highest Treynor measure of performance is

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