13. If CAPM holds, which of the following situations are possible, and which are im- possible? Consider each situation separately and explain your answers. (a) (3 points) E(ra) = 20%, BA = 1.4, E(TB) = 25%, BB. 1.2 (b) (3 points) E(ra) = 30%,0 A = 35%, E(Tb) = 40%, 0B = 25% (c) (3 points) rf 10%, E(rm) = 18%, E(ra) = 16%,BA = 1.5 (d) (3 points) Bi = 1.2 for all securities i =