Investment A has the following information: beta = 1.20, gross return = 12.50 percent, expense ratio = 2.00 percent, and

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Investment A has the following information: beta = 1.20, gross
return = 12.50 percent, expense ratio = 2.00 percent, and a tax
cost ratio = 1.00 percent. Investment B has the following
information: beta = 1.90, gross return = 11.50 percent, expense
ratio = 1.00 percent, and a tax cost ratio = 0.50 percent. Based on
this information, which of the following is true?
Question 1 options:
1) Investment A has a net return of 9.50 percent in a taxable
account
2) Investment B has a net return of 10.50 percent in a tax
deferred account
3) Investment B outperforms investment A in a taxable
account
4) All options listed are true