An important measure of asset performance is called Sharpe ratio which is defined as SR=R-Rf , where R and are the asset return and volatility (standard deviation of returns) respectively, and Rf is risk-free return. Asset A has a return of 20% in upside state with probability of 0.4 and -10% in downside state with probability of 0.6 Asset B offers a 1.5% return with a volatility of 10%. Given a risk-free rate of 1%, which asset (A or B) provides a higher Sharpe ratio that is more attractive to investors?