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Consider the following information: 3 Portfolio Risk-free Market Expected Standard Return Deviation 6% 995 13.2 36 11.2 25 points 00:59:23 a. Calculate the Sharpe ratios

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Consider the following information: 3 Portfolio Risk-free Market Expected Standard Return Deviation 6% 995 13.2 36 11.2 25 points 00:59:23 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? Yes O No Mc Graw Hill

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