Question: value: 6.00 points Consider the following information: Expected Standard Return 6.0% 11.4 9.4 Deviation Risk-free Market 0% 27 16 a. Calculate the Sharpe ratios for

value: 6.00 points Consider the following information: Expected Standard Return 6.0%

value: 6.00 points Consider the following information: Expected Standard Return 6.0% 11.4 9.4 Deviation Risk-free Market 0% 27 16 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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