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think its .27 .29 not sure if it is the yes option or no option Consider the following information: Portfolio: Expected Return: Standard Deviation: Risk-Free

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Consider the following information: Portfolio: Expected Return: Standard Deviation: Risk-Free Rate 4% 0% Market Portfolio 10% 22% Portfolio A 8% 14% Calculate the Sharpe ratios for the market portfolio and portfolio A, respectively. If the simple CAPM is valid, is the above situation possible? 0.30, 0.32: Yes 0.30, 0.32; No 0.27.0.29: Yes 0.27,0.29; No

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