Question: Problem 9-14 If the simple CAPM is valid, say whether the situation is possible or not? Portfolio Expected Return Beta Risk-free 5 0 Market 19

Problem 9-14

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

Portfolio Expected Return Beta
Risk-free 5 0
Market 19 1.0
A 14 1.3

Possible

Not possible

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