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Student Exam (TCO F)You are an analyst comparing the performance of two portfolio managers using the Sharpe Ratio measurement. Manager A shows a return of

Student Exam
(TCO F)You are an analyst comparing the performance of two portfolio managers using the Sharpe Ratio measurement. Manager A shows a return of 20% with a standard deviation of 16%. Manager B shows a return of 13% with a standard deviation of 7%. If the risk free rate is 5% which manager has the better risk adjusted return? (Points : 20)

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