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You observe three mutual funds with the following statistics. You are considering adding one of these funds into a diversified portfolio with ten other mutual

You observe three mutual funds with the following statistics. You are considering adding one of these funds into a diversified portfolio with ten other mutual funds. Which one should you pick? Fund Sharpe Ratio Treynor Ratio Mutual Fund A 1.45 11.874 Mutual Fund B 1.37 12.472 Mutual Fund C 1.32 10.878 Mutual Fund A O Mutual Fund B O Mutual Fund C

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