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 16% 16% Beta 1.0 1.0 B) Portfolio A Market Expected Return 19% 14% Standard Deviation 10% 18% C) Portfolio A Market Expected Return 19% 14% Beta 1.0 1.0 D) Portfolio Expected Return 32.5% 16% A Beta 2.5 1.0 Market