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Business, 26.03.2020 22:14 winstonbendariovvygn

Consider the following information: Portfolio Expected Return Standard Deviation Risk-free 10 % 0 % Market 18 24 A 20 22 a. Calculate the Sharpe ratios for the market portfolio and portfolio A. (Round your answers to 2 decimal places.) b. If the simple CAPM is valid, is the above situation possible

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