Question: If the simple CAPM is valid, is the situation shown below possible? Portfolio A B Expected Return 30% 40% Standard Deviation 35% 25% Possible O

If the simple CAPM is valid, is the situation shown below

If the simple CAPM is valid, is the situation shown below possible? Portfolio A B Expected Return 30% 40% Standard Deviation 35% 25% Possible O Not possible

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