Question: Consider the following information: Portfolio Expected Return Standard Deviation Risk - free 5 % 0 % Market 1 0 . 0 2 0 A 8

Consider the following information:
Portfolio Expected Return Standard Deviation
Risk-free 5%0%
Market 10.020
A 8.011
Required:
a. Calculate the Sharpe ratios for the market portfolio and portfolio A.(Round your answers to 2 decimal places.)
b. If the simple CAPM is valid, is the above situation possible?
multiple choice
Yes
No

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