Question: Problem 9-12 If the simple CAPM is valid, say whether the situation is possible or not? Portfolio Expected Return Standard Deviation Risk-free 6 0 Market

Problem 9-12

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

Portfolio Expected Return Standard Deviation
Risk-free 6 0
Market 18 37
A 15 19

Possible

Not possible

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