If the simple CAPM is valid, is the situation shown below possible?

$\backslash$table$[[,\backslash$table$[[$Expected$],[$Return$]],$Beta$],[$Portfolio$,5\%,0],[$Risk$-$free,$17\%,1\mathrm{.}4],[$Market$,15\%,1\mathrm{.}7],[$A$,,]]$

Is the above situation possible?