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Question 14. Is the scenario in this table possible under the CAPM? Explain. Expected Return Variance Stock A .12 .35 Stock B .06 .04 Market

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Question 14. Is the scenario in this table possible under the CAPM? Explain. Expected Return Variance Stock A .12 .35 Stock B .06 .04 Market Index .08 .05 Risk-free asset .04 0 In the CAPM, the market portfolio is efficient. Explain what that means in a sentence or two

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