Diversified portfolio with ten mutual funds

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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? 

Fund

Sharpe Ratio

Treynor Ratio

Mutual Fund A

1.45

11.874

Mutual Fund B

1.37

12.472

Mutual Fund C

1.32

10.878

a) Mutual Fund A

b) Mutual Fund B

c) Mutual Fund C

Reference no: EM133110267

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