2 investment questions. Appreciate for help.

Exercise 4. A. In a CAPM world, is the following scenario possible? Explain why or why not Portfolio Expected Return Std. Dev. Risk-free Market 12% 18% 22% 8% 10% B. In a CAPM world, is the following scenario possible? Explain why or why not. Portfolio Expected Return Std. Dev Risk-free Market 0 10.5% Corr(B,M) 0.5