Question: #12. Is the following data consistent with the CAPM model? Explain. Portfolio Risk-free securities Market Portfolio Security A Expected Return .10 .18 .16 Beta 0

#12. Is the following data consistent with the CAPM model? Explain.

#12. Is the following data consistent with the CAPM model? Explain. Portfolio Risk-free securities Market Portfolio Security A Expected Return .10 .18 .16 Beta 0 1.0 1.5

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