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Use the table below to answer the following question. Which fund is the optimal risky...

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Use the table below to answer the following question. Which fund is the optimal risky portfolio? Fund Obs Mean(r; - rf) Std Dev (ri) Global Fund A 25 0.10 0.20 Local Fund B 25 0.12 0.40 Country Fund C 25 0.15 0.35 Global Fund A Local Fund B Country Fund C QUESTION 21 You run the following regression for an asset manager's portfolio. The fund is likely taking a long position in which type of stocks? a B S h Coefficient 0.03 0.65 -1.20 0.80 t-stat 2.10 2.60 -3.02 1.04 Small stocks Large stocks Value stocks

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