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Someone said the answer is impossible since A has a higher sharpe ratio than the market but someone else said it isnt...im not sure of

image text in transcribedSomeone said the answer is impossible since A has a higher sharpe ratio than the market but someone else said it isnt...im not sure of the answer so can someone help please? Thank you.

8. Assuming that the simple CAPM is valid, answer the following questions 1) Is the following scenario possible? Explain Expected Return 10% Portfolio Risk-free Market A 18% Standard Deviation 0% 24% 30% 16%

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