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a) Consider the following expected returns and standard deviations: Market Portfolio Fund A Risk-free Expected Return 0.18 0.16 0.10 Standard Deviation 0.24 0.12 0 Is

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a) Consider the following expected returns and standard deviations: Market Portfolio Fund A Risk-free Expected Return 0.18 0.16 0.10 Standard Deviation 0.24 0.12 0 Is this situation compatible with the CAPM? Explain. a) Consider the following expected returns and standard deviations: Market Portfolio Fund A Risk-free Expected Return 0.18 0.16 0.10 Standard Deviation 0.24 0.12 0 Is this situation compatible with the CAPM? Explain

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