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 17% 17% Beta 1.0 A Market 0.9 B) Portfolio Expected Standard Return Deviation 10% 20% Market 15% 18% C) Portfolio Expected Return 20% Beta A 1.0 Market 15% 1.0 D) Portfolio Expected Return 24.2% 17% Beta 1.6 Market 1.0