Comparison of Sharpe Ratios

In assessing investment portfolio performance, various risk-adjusted measures can provide insight into how well a portfolio has performed relative to its risk. One of the common methods for calculating risk-adjusted returns is the Sharpe Ratio. Consider the following portfolio:

Portfolio A has an expected return of 10%, a risk-free rate of 2%, and a standard deviation of returns of 8%. If the Sharpe Ratio is calculated as the portfolio's excess return over the risk-free rate divided by the standard deviation, how does Portfolio A's Sharpe Ratio compare to a portfolio with a 12% expected return, 2% risk-free rate, and 10% standard deviation?