Consider the following information Expected Portfolio Return free 100 Market 0 1.6 11.3 a. Calculate the expected return of portfolio A with a beta of 0.6. (Round your answer to 2 decimal places.) Expected retum b. What is the alpha of portfolio A. (Negative value should be indicated by a minus sign. Round your answer to 2 decimal places.) Alpha c. If the simple CAPM is valid, is the above situation possible? Yes No Consider the following information Expected Portfolio Risk-free Market leta 101 15.0 1.0 0.6 a. Calculate the expected return of portfolio A with a beta of 0.6. (Round your answer to 2 decimal places.) Expected return b. What is the alpha of portfolio A. (Negative value should be indicated by a minus sign. Round your answer to 2 decimal places.) Alpha 36 c. If the simple CAPM is valid, is the above situation possible? Yes O No