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

Suppose two portfolios have the same average return and the same standard deviation of returns, but portfolio A has a lower beta than portfolio B. Using the Treynor ratio of performance evaluation, indicate which of the following statements is correct or incorrect.
Group of answer choices
The performance of portfolio A is better than the performance of portfolio B
The performance of portfolio A is the same as the performance of portfolio B
The performance of portfolio A is worse than the performance of portfolio B
The Treynor ratio is scaled by the standard deviation of portfolio returns

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