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The risk free return during thr sample period is 6% Fund Avg Ret. St dev. Beta A. 15%. 40%. 1.2 B. 13%. 30%. 1.1 C.

The risk free return during thr sample period is 6%
Fund Avg Ret. St dev. Beta
A. 15%. 40%. 1.2
B. 13%. 30%. 1.1
C. 12.5%. 25%. 1.2
S&P500. 12%. 20%. 1.0
You wish to evaluate the three mutual funds using the Sharpe measure for performance evaluation. The fund with the highest measure of perfromance is
Fund A, B, or C?

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