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) Expected Portfolio Return A 15% Market 15% Beta 1.1 0.9 B) Expected Standard Portfolio Return Deviation 18% 11% Market 13% 19% C) Expected Portfolio Return A 18% Market 13% Beta 1.1 1.0 D) Portfolio A Market Expected Return 29.0% 15% Beta 2.4 1.6