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True or False: Consider those 2 assets returns and risk: Asset A : Annualized return 0.11 , Annualised volatility: 0.25 Asset B: Annualized return 0.12

True or False: Consider those 2 assets returns and risk:

Asset A : Annualized return 0.11 , Annualised volatility: 0.25

Asset B: Annualized return 0.12 , Annualized volatility: 0.22

Asset B has a greater sharpe ratio. Thus, it will be always preferred over Asset A in any portfolio.

True

False

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