Previous Page Next Page Page 19 of 3 uestion 19 (1 point) Consider the following information: Portfolio: Expected Return: Standard Deviation: Risk-Free Rate 4% 0% Market Portfolio 10% 22% Portfolio A 14% 8% Calculate the Sharpe ratios for the market portfolio and portfolio A, respectively. If the simple CAPM is valid, is the above situation possible? 0.29, 0.31; Yes 0.29, 0.31; No 0.26, 0.28; Yes 0.26, 0.28; No Page 19 of 30 Next Page Previous Page