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Suppose two portfolios have the same average return, the same standard deviation of returns, but portfolio x has a higher beta than :portfolio Y .

Suppose two portfolios have the same average return, the same standard deviation of returns, but portfolio x has a higher beta than
:portfolio Y. According to the Sharpe measure, the performance of portfolio X
.is better than the performance of portfolio Y.A
.is the same as the performance of portfolio Y .B
.cannot be measured as there is no data on the alpha of the portfolio. C
.is poorer than the performance of portfolio Y.D
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