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 Expected

Return Beta

A $15\%1\mathrm{.}1$

Market $15\%0\mathrm{.}9$

B$)$

Portfolio Expected

Return Standard

Deviation

A $18\%11\%$

Market $13\%19\%$

C$)$

Portfolio Expected

Return Beta

A $18\%1\mathrm{.}1$

Market $13\%1\mathrm{.}0$

D$)$

Portfolio Expected

Return Beta

A $29\mathrm{.}0\%2\mathrm{.}4$

Market $15\%1\mathrm{.}0$