Analysis carried out on the performance of a fund for last year is compiled as under:Total selectivity 2.50% Net selectivity 1.53% of portfolio 0.90 Return on market index 13.00% Standard deviation of market returns 13.50% Risk free return, Rf 8.00% The total risk ( i) of portfolio is

Analysis carried out on the performance of a fund for last year is com

1.	Analysis carried out on the performance of a fund for last year is compiled as under:Total selectivity 2.50% Net selectivity 1.53% of portfolio 0.90 Return on market index 13.00% Standard deviation of market returns 13.50% Risk free return, Rf 8.00% The total risk ( i) of portfolio is
A.	11.1%
B.	12.2%
C.	13.8%
D.	14.8%
Answer» E.