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Consider the following information: Expected Standard Return Deviation Portfolio Risk-free Market 5.0% 12.4 10.4 0% 32 21 a. Calculate the Sharpe ratios for the market

Consider the following information: Expected Standard Return Deviation Portfolio Risk-free Market 5.0% 12.4 10.4 0% 32 21 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 O No

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