Which manager has the better risk adjusted return

Reference no: EM131933050

Question: You are an analyst comparing the performance of two portfolio managers using the Sharpe Ratio measurement. Manager A shows a return of 16% with a standard deviation of 10%. Manager B shows a return of 12% with a standard deviation of 8%. If the risk free rate is 2% which manager has the better risk adjusted return?

Reference no: EM131933050

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