Monotonicity question

I don’t understand this property… It says: R1 => R2 then P(R1) <= P(R2) A portfolio with greater future returns will likely have less risk… How can that be possible? Aren’t higher returns coming with higher risks usually? Wtf lol. Maybe I became dumb after studying all day.

R1 => R2 implies that P(R1) <= P(R2), not the other way around. You’re thinking about “P(R1) <= P(R2) implies R1 <= R2” “A implies B”, might not be the same as “B implies A”. Put in another way, the portfolio with higher ex-post returns will have less realized risks.

Allright, ex-post was the word that made me understand. Thanks