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8. (2 points) Suppose two portfolios have the same average return and the same standard deviation of returns, but portfolio A has a higher beta

8. (2 points) Suppose two portfolios have the same average return and the same standard deviation of returns, but portfolio A has a higher beta than portfolio B. According to the Treynor 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 are no data on the alpha of the portfolio e. None of the above.

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