Suppose two portfolios have the same average return, the same beta, but portfolio A has a lower standard deviation of returns than portfolio B. According to the Sharpe ratio, 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 is no data on the alpha of the portfolio e. None of these is correct.