Consider the following information: Expected Return Beta Portfolio Risk-free Market 5% 13.6 11.6 1.0 1.5 a. Calculate the the return predicted by CAPM for a portfolio with a beta of 1.5. (Round your answer to 2 decimal places.) Return decimal places.) b. What is the alpha of portfolio A. (Negative value should be indicated by a minus sign. Round your answer to 2 Alpha c. If the simple CAPM is valid, is the situation above possible? O Yes O No rev: 10_04_2016_Qc_cS-64284