The data in the accompanying table are returns of 50 hedge funds reported for the month of December 2005. The returns are computed as the change in value of assets managed by the fund during the month divided by the value of the assets at the start of the month

Fund Name Return Fund Name Return Alcentra Avila Fund - 0.0015 Ironwood Partners II 0.0154 Alumni Partners I 0.0284 ITA Rates Medium - 0.0030 Apis Capital 0.0116 Jackson Income Fund 0.0160 Apis Offshore Capital 0.0120 Khaner Capital - 0.0050 Arrow Partners 0.0300 Lafitte Fund I 0.0541 Bipltalia Cash Plus 0.0117 Lafitte Fund I (QP) 0.0535 Boston Equity Fund 0.0154 Lakefront Partners 0.0166 Boston Research Fund 0.0074 Mad River Fund 0.0542 Clarium LP 0.0860 Millbrook Partners 0.0087 CMG Capital - 0.0101 Nibius Fund Ltd 0.0220 Corneille Fund - 0.0097 OmniQuest I 0.0241 E.V.R. Capital LP 0.0459 Overture Fund 0.0125 Emory Partners 0.0110 Parallax Fund - 0.0020 Gain MAC - 0.0020 Pinehurst Partners 0.0252 Gemini Overseas Fund 0.0004 Rodinia Partners 0.0387 Gemini Partners 0.0004 SACC Partners 0.0833 GFIPumped Fund - 0.0042 Select Access LLC 0.0086 Greenlight Capital 0.0090 St. Albans Partners 0.0036 Greenlight Masters 0.0180 Star Navigator 0.0115 Guardian One Ltd 0.0064 Tact Japan Star Fund 0.0301 H and Q Nordic Hedge 0.0201 Tact Technician Fund 0.0238 HEDGEnergy 0.0354 Triumph Fund - 0.0194 Index Condor 0.0661 Verity Offshore Fund 0.0172 Intercept Capital - 0.0230 Winton Evolution Fund - 0.0495 Ironwood Partners 0.0169 ZeroVector BillionZ 0.0218(c) What normal model describes the distribution of returns of these hedge funds? Select the correct choice below and, if necessary, fill in the answer boxes within your choice. O A. The normal model with p = and 6 = (Round to four decimal places as needed.) O B. A normal model cannot be used to describe the distribution of returns of these hedge funds