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KReview Question 6(of 11) value Consider the following information: Expected Standard Return Deviation Portfolio Risk-free Market 7.0% 10.4 9.0 0% 10 a. Calculate the Sharpe

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KReview Question 6(of 11) value Consider the following information: Expected Standard Return Deviation Portfolio Risk-free Market 7.0% 10.4 9.0 0% 10 a. Calculate the Sharpe ratios for the market portfolio and portfolio A. (Round your Sharpe Ratio Market portfolio Portfolio A b. If the simple CAPM is valid, is the above situation possible? - Yes No References eBook & Resources Learning Objective: 07-01 Use the implications of capital market theory to estimate security risk premiums Worksheet

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