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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

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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 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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