Suppose Two Portfolios Have the Same Average Return, the Same

question 37

Multiple Choice

Suppose two portfolios have the same average return, the same standard deviation of returns, but portfolio A has a lower beta than portfolio B.According to the Treynor 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 as there are no data on the alpha of the portfolio.
• E)None of the options

---

Definitions:

Symptoms

The physical or mental features that are regarded as indicating a condition of disease, often noticed by the patient.

Eating Disorders

Mental disorders defined by abnormal eating habits that negatively affect a person's physical or mental health, including anorexia nervosa and bulimia nervosa.

Eating Disorders

Mental disorders characterized by abnormal or disturbed eating habits, such as anorexia nervosa or bulimia nervosa, which severely impact health and quality of life.

Mood Disorders

A category of mental health disorders characterized by a significant and persistent disturbance in mood that impacts daily functioning, including Major Depressive Disorder and Bipolar Disorder.