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If the simple CAPM is valid, which of the situation in Tables below are possible? Explain....

If the simple CAPM is valid, which of the situation in Tables below are possible? Explain. Consider each situation independently

A.) Portfolio Expected Return Standard Deviation

Risk Free Rate 5% 0%

Market 21% 22%

A 20% 10%

B.) Portfolio Expected Return Beta

Risk Free 10% 0

Market 18% 1.0

A 22% 2

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