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Mathematics, 14.04.2020 16:32 mrsburrus
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 poorer than the performance of portfolio B C. cannot be measured since there is no data on the alpha of the portfolio D. is the same as the performance of portfolio B
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Suppose that over the same time period two portfolios have the same average return and the same stan...
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