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0% 6. Consider the following information: Standard PortfolioExpected ReturnDeviation Risk-free 6% Market 10.8 8.8 13 a. Calculate the Sharpe ratios for the market portfolio and

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0% 6. Consider the following information: Standard PortfolioExpected ReturnDeviation Risk-free 6% Market 10.8 8.8 13 a. Calculate the Sharpe ratios for the market portfolio and portfolio A. (Round your answers to 2 decimal places.) b. If the simple CAPM is valid, is the above situation possible? 24

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