Question 14 3.34 pts Funds E(R) St. Dev. Beta Alpha M Sharpe Ratio 0.700 Treynor Index 0.117 A 15% 20% 1.2 -1.6% 0.3% B 17% 26% 1.9 0.615 0.084 -8.7% -1.3% C 9% 12% 0.B 0.667 0.100 -2.4% -0.3% 5&P 500 14% 19% 1 0.684 0.130 RE 1% Based on the table above, which investment would be the best choice if you were looking at the market driven risk of the investment (consider S&P 500 as one of the investment options): B A S&P 500