View the following data on Portfolio Performance. Rank the portfolio managers by performance. Defend and Explain. Assume
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Question:
View the following data on Portfolio Performance. Rank the portfolio managers by performance. Defend and Explain. Assume the risk free rate is 3%.
2019
Portfolio Manager | Return | Standard deviation | Beta |
A | .08 | .20 | 1.0 |
B | .12 | .22 | 1.4 |
C | .06 | .16 | .9 |
D | .07 | .18 | .75 |
E | .14 | .34 | 1.85 |
F | .10 | .24 | 1.15 |
G | .09 | .21 | 1.10 |
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