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The following details are available for the Prime Growth Fund, the S&P 500 (market), and the U.S. T-bill rate (risk-free rate) for the 5-year period from 1995 to 2000.
Based on the results, we can conclude that the Prime Growth Fund: A. out-performed the market on a total risk-adjusted basis. B. seems to have under-performed the market based on total risk basis but out-performed the market based on a systematic risk-adjusted basis. C. contains virtually no unsystematic risk. |