If the simple CAPM is valid and all portfolios are priced correctly, which of the situations below is possible? Consider cach situation independently, and assume the risk free rate is 5% A) OLOVOS Expected Portfolio Return A 12% Market 12% Beta 1.3 1.0 B) Expected Standard Portfolio Return Deviation 134 Market 10% 214 154 C) Expected Return Portfolio A Market 154 104 Beta 1.3 1.0 D) Portfolio A Market Expected Return 20.45 124 Beta 2.2 1.0 Portfolio Market Expected Return 20.4% 12% Beta 2.2 1.0 54 Multiple Choice O Option A Option B Option D Option C