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1 pts Question 2 Suppose stocks A and B have the same beta and the same positive alpha. Stock. A has lower nonsystematic risk than
1 pts Question 2 Suppose stocks A and B have the same beta and the same positive alpha. Stock. A has lower nonsystematic risk than stock B. You should want in your active portfolio equal proportions of stocks A and B more of stock Athan stock B The answer cannot be determined from the information given more of stock B than stockA Previous Next Question 3 1 pts Suppose that over the same time period two portfolios have the same average return and the same standard deviation of return, but portfolio A has a higher beta than portfolio B. According to the Treynor measure, the performance of portfolio A. is poorer than the performance of portfolio B cannot be measured since there is no data on the alpha of the portfolio is better than the performance of portfolio B Is the same as the performance of portfolio B Next
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