Question: Please solve NOT using excel. CAPM- Market Index is the most efficient one. If the simple CAPM (single-factor) is valid, and market is in equilibrium

Please solve NOT using excel.

CAPM- Market Index is the most efficient one. If the simple CAPM (single-factor) is valid, and market is in equilibrium for all the portfolios, is the following situation possible? Portfolio Risk-free Market Index A Expected Return 4% 18% 16% STD 0% 32% 24%

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