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You want to evaluate three mutual funds using the Sharpe measure for performance...

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You want to evaluate three mutual funds using the Sharpe measure for performance evaluation. The risk-free return during the sample period is 6%. The average returns, standard deviations, and betas for the three funds together with those for the S&P 500 Index are given below. 

The fund/Index with the highest Sharpe measure is 

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100%
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