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 13% 13% Beta 1.3 1.0 B) Portfolio A Market Expected Standard Return Deviation 16% 13% 11% 21% C) Portfolio Market Expected Return 16% 11% Beta 1.3 1.0 D) Portfolio Market Expected Return 20.2% 13% Beta 1.9 1.0 Multiple Choice O Option A Option B Option D Optionc