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Consider the following informationPortfolio Expected Return Standard Deviation Risk-free 7.0% 0% Market 10.4 22 A 9.0 10 a. Calculate the sharpe ratios for the market
Consider the following informationPortfolio Expected Return Standard Deviation Risk-free 7.0% 0% Market 10.4 22 A 9.0 10 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. state whether the above situation is possible? Yes No
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