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Suppose two mutual funds have the same average return and the same standard deviation of return. However, fund A has a higher beta than fund
Suppose two mutual funds have the same average return and the same standard deviation of return. However, fund A has a higher beta than fund B The riskfree rate is Under the Sharpe measure, the performance of fund A
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is better than the performance of fund B
cannot be measured since there is no data on the alpha of the fund
is poorer than the performance of fund B
is the same as the performance of fund B
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