market portfolio mutual, one, market, following

clearlycanadian

Consider the following information on 3 mutual finds

Fund1 Fund 2 Fund 3
Mean 0.45 0.35 0.10
Volatility 0.8 0.50 0.10

If the risk free is 5%, which one of these could be the market portfolio?

a. Fund1
b. Fund2
c. Fund3
d. Can't tell