Course Name: Sharpe Ratio, Section No: 1, Unit No: 9, Unit type: Quiz
the answer says: both A & B with explanation (
Correct. Since both strategies have the same Sharpe ratio, we should invest in both.
) but, the machine learning strategy has a lower standard deviation, which implies lower risk, if i have the same Sharpe ratio, wouldn't it be better to haver lower risk as well?