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Is the following possible under CAPM? Why or Why not? Portfolio Beta Standard Deviation Market 1 20% Stock A 0.6 35% I'm don't understand how

Is the following possible under CAPM? Why or Why not?

Portfolio Beta Standard Deviation

Market 1 20%

Stock A 0.6 35%

I'm don't understand how to evaluate this using Beta and Standard Deviation only.

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