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$)$

$\backslash$table$[[$Portfolio$,\backslash$table$[[$Expected$],[$Return$]],$Beta$],[$A$,20\%,1\mathrm{.}1],[$Market$,20\%,1\mathrm{.}0]]$

B$)$

$\backslash$table$[[$Portfolio$,\backslash$table$[[$Expected$],[$Return$]],$Deviation$],[$A$,23\%,11\%$