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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 has a higher beta than
:portfolio Y According to the Sharpe measure, the performance of portfolio X
is better than the performance of portfolio YA
is the same as the performance of portfolio Y B
cannot be measured as there is no data on the alpha of the portfolio.
is poorer than the performance of portfolio YD
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