question archive If the simple CAPM is valid, which of the three situations below are possible? Please explain briefly
If the simple CAPM is valid, which of the three situations below are possible? Please explain briefly
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If the simple CAPM is valid, which of the three situations below are possible? Please explain briefly. Consider each situation independently.
Required
A.)
Portfolio Expected retum Beta
A 9% 1.1
B 6% 0.55
Treasury bills 1.5% 0
B.)
Portfolio Expected retum Beta
A 10% 1.5
Market Portfolio 8% 1.0
Treasury bills 2% 0
C.)
Portfolio Expected retum Standard Deviation
A 12% 25%
Market Portfolio 9% 21%
Treasury bills 2% 0%
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