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 Sharpe measure for performance evaluation.The fund with the highest Sharpe measure of performance is __________.
A) Fund A
B) Fund B
C) Fund C
D) indeterminable
Correct Answer:

Verified
Correct Answer:
Verified
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