Better risk adjusted return


You are an analysts comparing the performance of two portfolio managers using the Sharpe Ratio measurement. Manager A shows a return of 16% with a standard deviation of 10%. Manager B shows a return of 11% with a standard deviation of 6%. If the risk free rate is 5% which manager has the better risk adjusted return?

Request for Solution File

Ask an Expert for Answer!!
Finance Basics: Better risk adjusted return
Reference No:- TGS055442

Expected delivery within 24 Hours