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%

  1. 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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