justin88

soddy1979 Wrote:
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> pfcfaataf Wrote:
> --------------------------------------------------
> -----
> > to all who say 1. True:
> >
> > beta of those portfolios can be same, only the
> > return of B could be higher to have better
> > Treynor....
>
>
> Beta measures systematic risk. Therefore if A has
> a lower Treynor measure, it has higher systematic
> risk, holding all else constant.

where does question say this "holding all else constant."?