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

Suppose two portfolios have the same average return, the same beta, but portfolio A has a higher standard deviation than portfolio B. According to the Sharpe measure,

the performance of portfolio A __________.

A.is better than the performance of portfolio B

B.is the same as the performance of portfolio B

C.is poorer than the performance of portfolio B

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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