Question 6 (of 15) value: 10.00 points Consider the following information Stand PortfolioExpected Return Deviation Risk-free 7.0% 12.8 11.5 0% 34 23 Market a. Calculate the sharpe ratios for the market portfolio and portfolio A. (Round your answers to 2 places.) Sharpe Ratio Market portfolio Portfolio A b. If the simple CAPM is valid, state whether the above situation is possible? Yes No My Class Consider the following table, which gives a security analyst's expected return on two stocks for two particular market returns: Stock Stock Market Return 8% 3.4% 32 5.2% 15 20 a. What are the betas of the two stocks? (Round your answers to 2 decimal places.) Beta A Beta D b, what is the expected rate of return on each stock if the market retum is equally likely to be 8% or 20% Round your answers to 2 decimal places.) Rate of return on A Rate of return on D d. If the T-bill rate is 7%, and the market return is equally likely to be 8% or 20%, what are the alphas of th two stocks? (Negative values should be indicated by a minus sign. Do not round intermediate calculations. Round your answers to 2 decimal places.) Alpha A Alpha D 71 12 MacBoo