If the simple CAPM is valid, which of the following situations are valid? Select all that apply. (Think market portfolio when you see market) (this question is not for points as it is more complicated than the other questions - it won't count against you but is a good test of your understanding of the material!)

1) Portfolio Expected return Standard deviation

A 20 45

B 30 35

2) Portfolio Expected return Standard deviation

Risk-free 10 0

Market 18 22

A 16 10

3) Portfolio Expected return Beta

Risk-free 10 0

Market 18 1.0

A 16 .9

4) Portfolio Expected return Standard Deviation

Risk-free 10 0

Market 18 24

A 16 22