Data on portfolio performance

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Reference no: EM133110005

View the following data on Portfolio Performance. Rank the portfolio managers by performance. Defend and Explain. Assume the risk free rate is 3%.

2019

Portfolio Manager

Return

Standard deviation

Beta

A

.08

.20

1.0

B

.12

.22

1.4

C

.06

.16

.9

D

.07

.18

.75

E

.14

.34

1.85

F

.10

.24

1.15

G

.09

.21

1.10

Reference no: EM133110005

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