you manage a portfolio (call it P) that has an expected return of 18% with a standard deviation of 25%. The current risk-free rate is 6%. Portfolio P is comprised of three sector funds A, B, and C. The percent invested in various sectors is as follows: 30%in sector A; 50% in sector B, 20% in sector C.

The S&P500 is expected to have a return of 15% with a standard deviation of 22%. Based on this information, can we conclude that portfolio P is superior to S&P 500?

A. No

B.Yes

C. Uncertain