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Consider the following information: Portfolio Risk-free Market Expected Standard Return Deviation 7% 0% 13.4 37 12.0 26 a. Calculate the Sharpe ratios for the market

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Consider the following information: Portfolio Risk-free Market Expected Standard Return Deviation 7% 0% 13.4 37 12.0 26 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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