Question: For questions 1-8 please answer True if the situation described is consistent with the CAPM being valid. Answer False if something about the data suggests
For questions 1-8 please answer "True" if the situation described is consistent with the CAPM being valid. Answer "False" if something about the data suggests that the CAPM is not valid, if these data are correct. Consider each situation independently. Portfolio E[r] B 10% 0 Market 18 1.0 16 1.5 True False Portfolio Er B ry 10% 0 Market 18 1.0 A 16 0.9 True False
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