The Jensens alphas of portfolios 1 and 2 were identical The beta of portfolio 1 was higher than the beta of portfolio 2 This means that Select one a M 2 of portfolio 1 was higher than the M 2 of portfolio 2 b T 2 of portfolio 1 was higher than the T 2 of portfolio 2 c M 2 of portfolio 1 was lower than the M 2 of portfolio 2 d T 2 of portfolio 1 was lower than the T 2 of portfolio 2

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The Jensens alphas of portfolios 1 and 2 were identical. The beta of portfolio 1 was higher than the beta of portfolio 2. This means

The Jensens alphas of portfolios 1 and 2 were identical. The beta of portfolio 1 was higher than the beta of portfolio 2. This means that

Select one:

a. M² of portfolio 1 was higher than the M² of portfolio 2.

b. T² of portfolio 1 was higher than the T² of portfolio 2.

c. M² of portfolio 1 was lower than the M² of portfolio 2.

d. T² of portfolio 1 was lower than the T² of portfolio 2.

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