Question: If the simple CAPM is valid, is the situation shown below possible? begin { tabular } { | ccc | } hline Portfolio

If the simple CAPM is valid, is the situation shown below possible? \begin{tabular}{|ccc|}\hline Portfolio & Expected Return & \begin{tabular}{c} Standard \\ Deviation \end{tabular}\\\hline Risk-free & \(5\%\) & \(0\%\)\\ Market & \(19\%\) & \(33\%\)\\\multicolumn{1}{c|}{\( A \)} & \(17\%\) & \(31\%\)\\\hline \end{tabular} Possible Not possible
If the simple CAPM is valid, is the situation

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