Question: If the simple CAPM is valid, say whether the situation is possible or not? Portfolio Expected Return Standard Deviation Risk-free 7 0 Market 19 31
If the simple CAPM is valid, say whether the situation is possible or not?
| Portfolio | Expected Return | Standard Deviation |
| Risk-free | 7 | 0 |
| Market | 19 | 31 |
| A | 14 | 16 |
a. Possible
b. Not possible
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