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The risk-free rate, average returns, standard deviations, and betas for three funds and the S&P 500...

The risk-free rate, average returns, standard deviations, and betas for three funds and the S&P 500 are given below.

FUND AVG STD DEV BETA
A 18% 30% 1.05
B 25% 35% 1.3

C

 20% 25% 1.2
S&P 500 15% 20% 1.0
Rf 5%

If these portfolios are subcomponents that make up part of a well-diversified portfolio, then portfolio ______ is preferred.

a. fund a

b. fund b

c. fund c

d. s&p 500

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jeff jeffy answered 1 year ago
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