answer ASAP please

You are evaluating the performance of two portfolio managers, and you have gathered annual return data for the past decade. Assume a risk free rate to be zero Year Mgr X Return Mgr Y Return 1 -1.5 -6.5 -3.5 -1.5 3.5 4.5 6.5 7.5 8.5 9 12.5 10 13.5 Average 4.5 4.5 Std Dev 6.90 6.63 Semi-dev 0.65 4.20 Question 1: Calculate Sharpe Ratio for both managers Question 2: Calculate Sortino Raito for both managers Question 3: Based on the above calculation which managers performance is best. Why do both measures yield different results. 7 CO 6 8 2 3 4 5 -1.5 -1.5 -1.0 0.0 4.5 6.5 8.5 13.5 17.5