The next five questions are interconnected. The following table presents information on 3 investment funds. Each invests in a different portfolio of assets. It is given that fund B is NOT an efficient portfolio; finds A and Care efficient portfolios. It is also known that the market standard deviation is 0.15. Expected return Standard deviation of return Fund A 10% 5% Fund B 18% 18% Fund C 26% 25% Beta of fund B is: O Beta of 1.0; O None of the other answers is correct. O Beta of 0.6; Beta of 1.2; O Beta of 3.6