You are considering investing in one of the funds in the table. If you were interested in the fund that was the most well diversified, which would you choose?

	Fund A	Fund B	Fund C	Fund D
Alpha	-1.90	3.62	1.80	-0.09
Beta	1.12	1.05	0.98	1.07
R Squared	0.79	0.91	0.87	0.64
Standard Deviation	14.87	16.21	18.34	11.85
Sharpe Ratio	1.32	1.17	0.96	1.64
Treynor Ratio	0.81	0.64	0.77	0.93
Sortino Ratio	3.26	2.88	2.51	3.02