3. Assume the CAPM is valid, which of the following situation are possible? Explain (consider each situation independently). a. Portfolio A with expected return of 20% and beta of 1.4; Portfolio B with expected return of 25% and beta of 1.2. b. Portfolio A with expected return of 30% and SD of 35%; Portfolio B with expected return of 40% and SD of 25%. c. Market portfolio with expected return of 18% and SD of 24%; Portfolio A with expected return of 16% and SD of 12%. Risk free rate = 10%. d. Market portfolio with expected return of 18% and SD of 24%; Portfolio A with expected return of 20% and SD of 22%. Risk free rate = 10%. e. Market portfolio with expected return of 18%; Portfolio A with expected return of 20% and beta of 1.5. Risk free rate = 10%. f. Market portfolio with expected return of 18%; Portfolio A with expected return of 16% and beta of 0.9. Risk free rate = 10%. g. Market portfolio with expected return of 18% and SD of 24%; Portfolio A with expected return of 16% and SD of 22%. Risk free rate = 10%