Suppose that over the same time period two portfolios have the same average return and the same standard deviation of return,but portfolio A has a higher beta than portfolio B. According to the Sharpe measure, the performance of portfolio A __________.
A) is better than the performance of portfolio B
B) is the same as the performance of portfolio B
C) is poorer than the performance of portfolio B
D) cannot be measured since there is no data on the alpha of the portfolio

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The Answer of Suppose that over the same time period two portfolios have the same average return and the same standard deviation of return,but portfolio A has a higher beta than portfolio B. According to the Sharpe measure, the performance of portfolio A __________.
A) is better than the performance of portfolio B
B) is the same as the performance of portfolio B
C) is poorer than the performance of portfolio B
D) cannot be measured since there is no data on the alpha of the portfolio

Suppose That Over the Same Time Period Two Portfolios Have