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CHECK my wor Consider the following information: Portfolio Risk-free Market A Expected Return 5% 10.6 8.6 Standard Deviation 0 % 23 12 a. Calculate the

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CHECK my wor Consider the following information: Portfolio Risk-free Market A Expected Return 5% 10.6 8.6 Standard Deviation 0 % 23 12 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 No

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