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%.

Portfolio	Expected Return			Beta
A		13	%		0.5
Market		13	%		1.0

B)

Portfolio	Expected Return			Standard Deviation
A		16	%		5	%
Market		11	%		13	%

C)

Portfolio	Expected Return			Beta
A		16	%		0.5
Market		11	%		1.0

D)

Portfolio	Expected Return			Beta
A		21.8	%		2.1
Market		13	%		1.0