Question: If the simple CAPM is valid, is the situation detailed below possible? Explain in a few short sentences Portfolio Expected Return Std Dev Risk-free 10%
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If the simple CAPM is valid, is the situation detailed below possible? Explain in a few short sentences
| Portfolio | Expected Return | Std Dev |
| Risk-free | 10% | 0% |
| Market | 21% | 28% |
| A | 18% | 20% |
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