Which one of the two advisors must have been better in stock selection, given the following information:

R (P of Advisor A) = 17%

Var (P of Advisor A) = 0.0215

Beta (P of Advisor A) = 1.3

R (P of Advisor B) = 18%

Var (P of Advisor B) = 0.0426

Beta (P of Advisor B) = 1.6

R (M) = 13%

Var (M) = 0.0098

R_f = 2%

Group of answer choices

Advisor B because his/her portfolio has higher alpha

Advisor A because his/her portfolio has lower variance

Advisor A because his/her portfolio has higher alpha

Advisor B because his/her portfolio has higher Beta

Advisor A because his/her portfolio has lower Beta

Advisor B because his/her portfolio has higher return