The risk-free rate, average returns, standard deviations, and betas for three funds and the S&P 500 are given below. Fund Avg Std Dev Beta 1.20 14.0% 18.5% 1.25 17.58 28.5 1.45 12.59 23.59 A. B. 10% 5.0 S&P 500 rf 158 is preferred. If these portfolios are subcomponents that make up part of a well-diversified portfolio, then portfolio Multiple Choice S&P 500