Question: If the CAPM is valid, is the situation below possible? Portfolio Expected Return Standard Deviation Risk free 8% 0% Market 14.4% 19.2% A 12.8% 9.6%

If the CAPM is valid, is the situation below possible?

Portfolio Expected Return Standard Deviation
Risk free 8% 0%
Market 14.4% 19.2%
A 12.8% 9.6%

Possible

Not Possible

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