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 Market Expected Return 10% 10% Beta 1.0 0.9 B) Portfolio A Market Expected Standard Return Deviation 13% 10% 8% 18% Portfolio A Market Expected Return 13% 8% Beta 1.0 1.0 D) Portfolio A Market Expected Return 16.0% 10% Beta 2.2 1.0