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) Portfolio A Market Expected Return 19% 19% Beta 0.7 1.0 B) Portfolio A Market Expected Return 22% 17% Standard Deviation 7% 15% C) Portfolio Market Expected Return 22% 17% Beta 0.7 1.0 D) Portfolio A Market Expected Return 27.4% 19% Beta 1.6 1.0 Multiple Choice Option B Option C Option A Option D