Question: If the simple CAPM is valid, is the situtation shown below possible? Portfolio Expected Return Standard Deviation Risk-free 6 % 0 % Market 17 %

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

Portfolio Expected Return Standard Deviation
Risk-free 6 % 0 %
Market 17 % 33 %
A 12 % 17 %

a.

possible

or not possible

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