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Two investment advisors have shared their return performance over the last year with you. The first one, Alex, made a return of 7.45% and the

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Two investment advisors have shared their return performance over the last year with you. The first one, Alex, made a return of 7.45% and the second one, Brittany, made a return of 13.4%; The risk-free rate is 5% and the expected return on the market portfolio is 9%. Alex's portfolio had a beta of 0.70 while Brittany's had a beta of 1.4. Pick the only statement that is true: O Alex was clearly the better advisor because his beta was half of Brittany's. O Brittany was clearly the better advisor since her return was higher than warranted by risk. Both Alex and Brittany should quit their professions because they are performing poorly. O Both made returns that are commensurate with risk The isn't sufficient information to conclude who was better

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