Calculate the sharpe ratio for both the quantum portfolio

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Calculate the Sharpe Ratio for both the Quantum portfolio and the Market. Did the portfolio A outperform the market on this basis? I have to use 2% for the risk free rate. 

Portfolio A                            Market Return

Return 14%                                         Return 12%

Standard Deviation 12%                     Standard Deviation 10%

Beta .7                                                 Beta 1.0

Reference no: EM132473749

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