1. An analyst asked an junior associate to evaluate the performance of group of mutual funds over the last 10 years. The associate calculated the following performance statistics:

The analyst suspects that the associate has made some errors in calculating the performance statistics. Based only on the expected mathematical relationships between the two measures of return and between the two measures of dispersion calculated by the associate, did the associate most likely make errors in calculating the statistics associated with:
Mutual Fund A?　　　　　　Mutual Fund B?