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Under CAPM, the portfolios appeared are in equilibrium, is the following situation possible? Standard Deviation Portfolio Expected Return Standard Deviation 1 Portfolio Expected Return z

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Under CAPM, the portfolios appeared are in equilibrium, is the following situation possible? Standard Deviation Portfolio Expected Return Standard Deviation 1 Portfolio Expected Return z Ri B 30 40 35 25 Risk-free Market A 10 18 20 0 24 22 Portfolio Standard Deviation Portfolio Expected Return Beta Expected Return 4 20 25 1.4 1.2 Risk-free Market A 10 18 16 0 24 12 B

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