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Consider the following information: Portfolio Risk-free Market Expected Return 5% 13.6 11.6 Standard Deviation 0% 38 27 a. Calculate the Sharpe ratios for the market

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Consider the following information: Portfolio Risk-free Market Expected Return 5% 13.6 11.6 Standard Deviation 0% 38 27 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 ONo

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