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Consider the following information: Portfolio Risk-free Market A Market portfolio Portfolio A Expected Standard Return Deviation 0% a. Calculate the Sharpe ratios for the market

Consider the following information: Portfolio Risk-free Market A Market portfolio Portfolio A Expected Standard Return Deviation 0% a. Calculate the Sharpe ratios for the market portfolio and portfolio A. (Round your answers to 2 decimal places.) Yes 10% 18 20 O No 24 22 b. If the simple CAPM is valid, is the above situation possible? Sharpe Ratio 3
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Consider the following information: a. Caiculate the Sharpe ratios for the market portfolio and portfolio A. (Round your answers to 2 decimal places.) b. If the simple CAPM is valid, is the above situation possible? Yes No Consider the following information: a. Caiculate the Sharpe ratios for the market portfolio and portfolio A. (Round your answers to 2 decimal places.) b. If the simple CAPM is valid, is the above situation possible? Yes No

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