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

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