Griseldas portfolio has an expected return of 20%, a standard deviation of 13%, and a beta of 1.2. Fatoumatas portfolio has an expected rate of return of 16%, a standard deviation of 11%, and a beta of 0.8. The risk-free rate is 2%. According to the Sharpe measure,

Griselda has the better portfolio

Fatoumata has the better portfolio.

The portfolios are equally desirable.

The answer depends on Griseldas and Fatoumatas risk tolerance.