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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
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