Stochastic dominance implies that if the same return can be obtained with two different investments, X and Y, yet the likelihood of a return exceeding a threshold α is greater for X, investors will prefer X over Y. Strict dominance occurs if P_X (R > α) > P_Y (R > α) and weak dominance if P_X (R > α)≥P_Y (R > α) for any α. Provide an example showing that the Sharpe ratio does not respect weak dominance.