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Consider the following information: Portfolio Expected Return Beta Risk- 11% 14.3 10.4 free Market 0.6 a. Calculate the expected return of portfolio A with a

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Consider the following information: Portfolio Expected Return Beta Risk- 11% 14.3 10.4 free Market 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 If the simple CAPM is valid, state whether the above situation is possible? O Yes C. O No

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