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 $5\%.$A$)$PortfolioExpectedBetaReturnA$141\mathrm{.}2$MarketB$)141\mathrm{.}0$PortfolioExpectedStandardReturnDeviationA$1712$Market$12\%20$C$)$PortfolioExpectedBetaReturnA$171\mathrm{.}2$Market$12\%1\mathrm{.}0$D$)$PortfolioExpectedBetaReturn$23\mathrm{.}0\%2\mathrm{.}0$Market$14\%1.0$A$)$ Option AB$)$ Option BC$)$ Option CD$)$ Option