Question: value: 10.00 points Consider the following information: Expected Standard Return Deviation Portfolio Risk-free Market 7.0% 12.2 11.0 0% 31 20 a. Calculate the Sharpe ratios

value: 10.00 points Consider the following information: Expected Standard Return Deviation Portfolio Risk-free Market 7.0% 12.2 11.0 0% 31 20 a. Calculate the Sharpe ratios for the market portfolio and portfolio A. (Round your answers to 2 decimal places.) Sharpe Ratio Market portfolio Portfolio A b. If the simple CAPM is valid, is the above situation possible? O Yes O No

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