Question: If the simple CAPM is valid, say whether the situation is possible or not? Situation 1 Portfolio Expected Return Standard Deviation Risk-free 6 0 Market

If the simple CAPM is valid, say whether the situation is possible or not?

Situation 1

Portfolio Expected Return Standard Deviation
Risk-free 6 0
Market 17 29
A 12 15

Situation 2
Portfolio Expected Return Beta
Risk-free 7 0
Market 19 1.2
A 14 1.7

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