Question: The expected return on the market is 1 2 % and the risk - free rate is 7 % . The standard deviation of the

The expected return on the market is 12% and the risk-free rate is 7%. The standard deviation of the return on the market is 15%. One investor creates a portfolio with an expected return of 10% and a standard deviation of 0.39. Is this a violation of the CAPM?Question 9 Answera.Yesb.No

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