Question: Consider the following information: Portfolio Expected Return Standard Deviation Risk-free 7% 0% Market 11.6 28 A 10.0 17 A. Calculate the Sharpe ratios for the

Consider the following information:

Portfolio Expected Return Standard Deviation
Risk-free 7% 0%
Market 11.6 28
A 10.0 17

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?

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