Better risk adjusted return problem


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 17%. Manager B shows a return of 13% 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!!
Accounting Basics: Better risk adjusted return problem
Reference No:- TGS046045

Expected delivery within 24 Hours