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

Suppose two portfolios have the same average return, the same standard deviation of return but portfolio A has a higher beta than portfolio B. According to the Sharpe ratio, portfolio A's performance is O a poorer than B O b. better than B O c. not enough information is given O d. the same as B

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