Question: Suppose two mutual funds hate the same average return and the same standard deviation of return. However, fund A has a higher beta than fund

Suppose two mutual funds hate the same average return and the same standard deviation of return.
However, fund A has a higher beta than fund B. The risk-free rate is 4%. Under the Sharpe measure, the
performance of fund A
cannot be measured since there is no data on the alpha of the fund
is the same as the performance of fund B
is better than the performance of fund B
is poorer than the performance of fund B
Suppose two mutual funds hate the same average return and the

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