The risk-free rate, average returns, standard deviations, and betas for three funds and the S&P 500 are given below. Fund Beta Avg return Std Dev 0.8 A 10% 20% 1.2 B 20% 25% 25% 30% 1.5 S&P500 15% 20% 5% is preferred If these portfolios are subcomponents that make up part of a well-diversified portfolio, then portfolio S&P500 OB