Question: If the simple CAPM is valid, is the following situation possible? Portfolio Risk-free Market Expected Return 10% 18 16 Standard Deviation 0% 24 22 Yes

If the simple CAPM is valid, is the following situation possible?

If the simple CAPM is valid, is the following situation possible? Portfolio Risk-free Market Expected Return 10% 18 16 Standard Deviation 0% 24 22 Yes

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