although I had got the ans on chegg, I still have some questions. What formula I should use to check?

Question: Under CAPM, the portfolios appeared are in equilibrium, is the ... Under CAPM, the portfolios appeared are in equilibrium, is the following situation possible? Standard Deviation Portfolio 1 Expected Return Portfolio A B 2 Risk-free Expected Return 10 18 20 Standard Deviation 0 24 22 Market 30 40 35 25 A Portfolio Beta Expected Return Expected Return 20 25 4 4 Portfolio Risk-free Market 1.4 1.2. Standard Deviation 0 24 12 10 18 16 B Scenario 1: Stock A has higher firm-specific risk compared to Portfolio B. Here, the standard deviation of Portfolio A is higher than Portfolio B. Therefore, the situation is "Possible". how to see the firm-specific risk? Scenario 2: Portfolio beta = [(20%-10%) / (18%-10%)] = 1.25 Firm-Specific Risk = [(22%)2 (1.25)2 * (24%)21 = -0.0416 Here, the firm-specific risk is negative. Therefore, the situation is "Not Possible". what CAMP formula is used? Scenario 3: 20%=Riskfree Rate + 1.4 * (Market Return - Riskfree Rate) >> (1) 25%=Riskfree Rate + 1.2* (Market Return - Riskfree Rate) >> (2) Solving the above two equations, we get the riskfree rate as 55%. Here, the riskfree rate is very abnormal at 55%. Therefore, the situation is Not Possible". why? Scenario 4: The standard deviation of market of 24% is higher than Stock A. Therefore, the situation is "Not Possible