If the CAPM is valid, which of the following situations is possible: 1) Portfolio A B Expected return 30 40 Standard dev

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If The Capm Is Valid Which Of The Following Situations Is Possible 1 Portfolio A B Expected Return 30 40 Standard Dev 1 (41.8 KiB) Viewed 56 times

If the CAPM is valid, which of the following situations is possible: 1) Portfolio A B Expected return 30 40 Standard deviation 35 25 2) Portfolio Risk-free Market A Expected return 10 18 16 Standard deviation 0 24 12 3) Portfolio Risk-free Market A Expected return 10 18 20 Beta 0 1.0 1.5 Expected return 10 4) Portfolio Risk-free Market A 18 Standard deviation 0 24 22 16 A) 1 and 3 only B) 1 and 4 only C) 2, 3, and 4 only D) 1, 3, and 4 only E) 1, 2, 3, and 4