Question: Suppose two portfolios have the same average return, the same standard deviation of returns but The B Fund has a lower beta than The G

Suppose two portfolios have the same average return, the same standard deviation of returns but The B Fund has a lower beta than The G Fund.According to the Treynor measure , the performance of The B Fund
Group of answer choices
Is poorer than the performance of The G Fund
Cannot be accurately compared to the performance of The G Fund
is the same as the performance of The G Fund
is better than the performance of The G fund

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