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Consider the following information: Expected Standard Return Deviation Portfolio Risk-free Market 50% 11.8 9.8 0% 29 18 a. Calculate the Sharpe ratios for the market

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Consider the following information: Expected Standard Return Deviation Portfolio Risk-free Market 50% 11.8 9.8 0% 29 18 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 No

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