  Quantum mechanics represents one of the greatest triumphs of human intellect
and, undoubtedly, is the most successful physical theory we have to date.
However, since its foundation about a century ago, it has been uninterruptedly
the center of harsh debates ignited by the counterintuitive character of some
of its predictions. The subject of one of these heated discussions is the
so-called "retrodiction paradox", namely a deceptive inconsistency of quantum
mechanics which is often associated with the "measurement paradox" and the
"collapse of the wave function"; it comes from the apparent time-asymmetry
between state preparation and measurement. Actually, in the literature one
finds several versions of the retrodiction paradox; however, a particularly
insightful one was presented by Sir Roger Penrose in his seminal book \emph{The
Road to Reality}. Here, we address the question to what degree Penrose's
retrodiction paradox occurs in the classical and quantum domain. We achieve a
twofold result. First, we show that Penrose's paradox manifests itself in some
form also in classical optics. Second, we demonstrate that when information is
correctly extracted from the measurements and the quantum-mechanical formalism
is properly applied, Penrose's retrodiction paradox does not manifest itself in
quantum optics.
