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Consider the following information: Standard Deviation Portfolio Risk-free Market A Expected Return 6% 13.2 11.2 36 25 a. Calculate the Sharpe ratios for the market

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Consider the following information: Standard Deviation Portfolio Risk-free Market A Expected Return 6% 13.2 11.2 36 25 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

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