Multiple Choice
The average returns, standard deviations and betas for three funds are given below along with data for the S&P 500 index. The risk-free return during the sample period is 6%. 
You wish to evaluate the three mutual funds using the Jensen measure for performance evaluation. The fund with the highest Jensen measure of performance is ________.
A) Fund A
B) Fund B
C) Fund C
D) S&P500
Correct Answer:
Verified
Correct Answer:
Verified
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