Analysts comparing the performance of two portfolio managers

Reference no: EM13154550

You are analysts 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 11% with a standard deviation of 6%. If the risk free rate is 5% which manager has the better risk adjusted return?

Reference no: EM13154550

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