Risk-Adjusted Performance Comparison of Portfolios

Consider the following two portfolios managed by different fund managers over a one-year period. Portfolio A generated a return of 10% with a standard deviation of 15%. Portfolio B generated a return of 8% with a standard deviation of 10%. Both portfolios are assumed to have a beta of 1 regarding their market performance.

Using the Sharpe ratio as a measure of risk-adjusted performance, which portfolio has a better risk-adjusted return?