Suppose that the risk-free rate is Rf=0, the expected return on the markst is mu_(M)=5%, and the market's annual volatility is sigma_(M)=20%. Stock A has an expected return of mu_(A)=15% and a beta of beta_(Lambda)=2. Which of the following statement is not possible: Firm A^(') s total return volatility is sigma A=35% The Sharpe ratio of A is higher than the market's annual Sharpe ratio of 0.25 . All of the numerical options are possible. None of the numerical options are possible. Firm's A alpha: aA=5%