Question: Additional Turn-I Problem 1 (The Sharpe Ratio) The table below reports the rate of return for mutual fund A, mutual fund B, and the T-bill.

Additional "Turn-I" Problem 1 (The Sharpe Ratio) The table below reports the rate of return for mutual fund A, mutual fund B, and the T-bill. Based on the Sharpe ratio, which of the two mutual funds performed better from 2011 to 2014? (Hint: For each fund, compute sample mean and sample standard deviation, and then the realized Sharpe ratio.) Year 2011 2012 2013 2014 Fund A 10% -10% 35% 12% Fund B 15% 5% 25% -5% T-bill 0% 0% 0% 0%
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