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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