Question: Suppose two portfolios have the same average return and the same standard deviation of returns, but portfolio A has a higher beta than portfolio B.

Suppose two portfolios have the same average return and the same standard deviation of returns, but portfolio A has a higher beta than portfolio B. According to the Sharpe measure the performance of portfolio Mutile Choice O wees the performance of portfolio o be better than me performance of portfolio Opo ran the posterwe worlo pose

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