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?

$\backslash$table$[[$Fund$,$Sharpe Ratio,Treynor Ratio$],[$Mutual Fund A$,1\mathrm{.}45,11\mathrm{.}874],[$Mutual Fund B$,1\mathrm{.}37,12\mathrm{.}472],[$Mutual Fund C$,1\mathrm{.}32,10\mathrm{.}878]]$

Mutual Fund A

Mutual Fund B

Mutual Fund C