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If the CAPM holds, in equilibrium is the situation below possible? The answer says this situation is possible because Sharpe Ratio of A is lower

If the CAPM holds, in equilibrium is the situation below possible?

The answer says this situation is possible because Sharpe Ratio of A is lower than Sharpe Ratio of market. But in equilibrium, shouldn't the sharpe ratios for both market and portfolio be the same?

e. (Question 5)

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