Two investment advisors are comparing performance

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Two investment advisors are comparing performance. Advisor A averaged a 20% return with a portfolio beta of 1.75 and Advisor B averaged a 15% return with a portfolio beta of 1.45. If the T-bill rate was 2% and the market return during the period was 9%, which advisor was the better stock picker? Briefly, why?

Reference no: EM131308595

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