Suppose that Q is an efficient portfolio but not necessarily the market portfolio and A and B are two stocks (not necessarily in Q). The following...

CAPM - Is the above statement TRUE, FALSE or UNCERTAIN? Please briefly explain.

Suppose that Q is an efficient portfolio but not necessarily the market portfolio and Aand B are two stocks (not necessarily in Q). The following information is inconsistentwith the CAPM:TA=10%, = TBOA,Q=0.01, OB,Q = 0.02