Consider the following information: Beta Portfolio Risk-free Market A Expected Return 7% 11.2 9.2 1.0 0.8 Required: a. Calculate the expected return of portfolio A with a beta of 0.8. (Round your answer to 2 decimal places.) Expected return % b. What is the alpha of portfolio A. (Negative value should be indicated by a minus sign. Round your answer to 2 decimal places.) % Alpha c. If the simple CAPM is valid, is the above situation possible? O Yes O No