The High-Growth mutual fund earned a return last year of 10% and had a beta of 1.4. The Value Stock fund earned a return of 13% and had a beta of 1.5. The risk-free rate was 3%, and the market return was 9%. Did either fund earn an abnormal return? Positive or negative? The expected return for the High-Growth mutual fund is 11.8%. (Enter as a percentage and round to one decimal place.) The expected return for the Value Stock fund is 12.5%. (Enter as a percentage and round to one decimal place.) Did either fund earn an abnormal return? Positive or negative? (Select the best answer below.) O A. The expected return on High-Growth is 11.4%, The fund's actual return was below the expected return by 1.0%, so it had positive abnormal return. The expected return on Value Stock is 12.0%. The fund's actual return was better than the expected return by - 1.4%, so it had a negative abnormal return. OB. The expected return on High-Growth is 11.4%, The fund's actual return was below the expected return by - 1.4%, so it had negative abnormal return. The expected return on Value Stock is 12.0%. The fund's actual return was better than the expected return by 1.0%, so it had a positive abnormal return. OC. The expected return on High-Growth is - 1.4%, The fund's actual return was below the expected return by 11.4%, so it had negative abnormal return. The expected return on Value Stock is 1.0%. The fund's actual return was better than the expected return by 12.0%, so it had a positive abnormal return. OD. The expected return on High-Growth is 12.0%, The fund's actual return was below the expected return by - 1.4%, so it had negative abnormal return. The expected return on Value Stock is 11.4%. The fund's actual return was better than the expected return by 1.0%, so it had a positive abnormal return