Question: 19. Suppose two portfolios have the same average return and standard deviation of returns, portfolio X has a higher beta than portfolio Y. According to

19. Suppose two portfolios have the same average return and standard

19. Suppose two portfolios have the same average return and standard deviation of returns, portfolio X has a higher beta than portfolio Y. According to the Treynor measure, the performance of portfolio X A. is better than the performance of portfolio Y B. is the same as the performance of portfolio Y C. is poorer than the performance of portfolio Y D. cannot be measured as there is no data on the alpha of the portfolio E. None of these is correct

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