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If the simple CAPM is valid and all portfolios are priced correctly, which of the situations below is possible? Consider each situation independently, and assume

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If the simple CAPM is valid and all portfolios are priced correctly, which of the situations below is possible? Consider each situation independently, and assume the risk free rate is 5% A) Beta Expected Portfolio Return 200 Market 200 0.7 1.0 B) Expected Standard Portfolio Return Deviation 231 71 Market 184 151 Expected Portfolio Return 231 Market 18 teta 0.7 1.0 DI Expected Portfolio Return Deta 33.51 1.9 Market 201 1.0

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