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Consider the following information: Portfolio Risk-free Market A Expected Return 7% 12.8 11.5 Standard Deviation 0% 34 23 a. Calculate the Sharpe ratios for the

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Consider the following information: Portfolio Risk-free Market A Expected Return 7% 12.8 11.5 Standard Deviation 0% 34 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

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