Consider the following information Expected Standard Portfolio Risk-free Market Return 6.0% 12.0 10.0 Deviation 0%...

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Consider the following information Expected Standard Portfolio Risk-free Market Return 6.0% 12.0 10.0 Deviation 0% 30 19 a. Calculate the Sharpe ratios for the market portfolio and portfolio A. (Round your answers to 2 decimal places Sharpe Ratio Market portfolio Portfolio A b. If the simple CAPM is valid, is the above situation possible? Yes O No

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