5) If the simple CAPM is valid and all portfolios are priced correctly, which of the situations below is possible? Consider each situation independently, and assume the risk-free rate is 5%. (Hint: compute expected return for the below four case, using CAPM) A) Portfolio Expected Beta Return 15% 1.2 Market 15% 1.0 B) Portfolio Expected Return 20% Market 15% Standard Deviation 12% 20% Beta C) Portfolio Expected Return 20% Market 15% 1.2 1.0 Beta D) Portfolio Expected Return 30% Market 15% 2.5 1.0