Question: If the simple CAPM is valid, is the situtation shown below possible? Portfolio Expected Return Standard Deviation Risk-free 5% 0% Market 20% 31% A 16%

If the simple CAPM is valid, is the situtation shown below possible?

Portfolio Expected Return Standard Deviation
Risk-free 5% 0%
Market 20% 31%
A 16% 16%

Possible or Not possible?

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