Better risk-adjusted return and what is their sharpe ratio

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Reference no: EM131013281

Corporate Investments manages a portfolio with a 10% return and a standard deviation of 28%. Global Trust manages a portfolio with a return of 6% and a standard deviation of 11%. The risk free rate is currently 2%. Which manager provides a better risk-adjusted return and what is their Sharpe Ratio?

Reference no: EM131013281

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