You manage a portfolio (call it P) that's an expected return of 20% with a standard deviation of 30%. The current risk-free rate is 6%. Portfolio P is comprised of three sector funds A, B, C. The percent invested in the various sectors is as follows: 30% in sector A; 50% in sector B; 20% in sector C. The S&P 500 is expected to have a return of 15% with a standard deviation off 22%. Based on this information, can we conclude that portfolio P is superior to the S&P 500? A. No B. yes C.uncertain.