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Consider two portfolios with equal standard deviations and equal beta coefficients. Portfolio 1's average return is double that of Portfolio 2. The Treynor ratio of
Consider two portfolios with equal standard deviations and equal beta coefficients. Portfolio 1's average return is double that of Portfolio 2. The Treynor ratio of portfolio 1 will be: O a. Lower than that of Portfolio 2. O b. None of the options provided are correct. OC. Equal to that of Portfolio 2. O d. Zero. e. Higher than that of Portfolio 2
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