iF THE SIMPLE Capm is valid and all portfolios are prices correctly, which of the situations below is possible? Consider each situation independently and assume the risk free rate is 2.5%

A.

Portfolio A : 17.5% - EXPECTED RETURN 1.5-Beta

Market: 12.5%- EXPECTED RETURN 1.0 Beta

B.

Portfolio A : 8.5% - EXPECTED RETURN 18.0% std deviation

Market: 10.0%- EXPECTED RETURN 24.0% std deviation

C

Portfolio A : 13.5% - EXPECTED RETURN 1.2-Beta

Market: 10.0%- EXPECTED RETURN 1.0 Beta

D.

Portfolio A : 7.5% - EXPECTED RETURN 0.6-Beta

Market: 10.0%- EXPECTED RETURN 1.0 Beta

A.option A

B. option B

c.option c

d. option d

Please answer quick

thanks