Question: Help Submit Save & Ex If the simple CAPM is valid and all portfolios are priced correctly, which of the situations below is possible? Consider

 Help Submit Save & Ex If the simple CAPM is valid
and all portfolios are priced correctly, which of the situations below is

Help Submit Save & Ex If the simple CAPM is valid and all portfolios are priced correctly, which of the situations below is possible? Consider each situation independently, and assume the risk-free rate is 5% A) Expected Portfolio Return Beta A 156 1.2 Market 15 1.0 B) Expected Standard PortfolioReturn Deviation 208 12 Market 15% 20 Expected Portfolio Return 208 Market 154 Beta 1.2 1.0 Expected Portfolio Return A 30 Market 158 Beta 2.5 1.0 MAIS 150 1.0 10 MO 1 O O Onc Quan

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