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Manager A generated a return of 15% with a standard deviation of 8% and a beta of 1.2. Manager B generated a return of 12% with a standard deviation of 5% and a beta of 0.9. The risk-free rate is 5%.

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i. Calculate the Sharpe and Treynor Ratios for both managers.

ii. Identify which manager had the better risk-adjusted return as a stand-alone portfolio and which one had a better risk-adjusted return as a part of a broader market portfolio. Get Finance Help Today

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