If the simple CAPM is valid, which of the following situations in problems 1016 are possible? Explain. Consider each situation independently.

10. Portfolio Beta Expected Return .20 1.4 B .25 1.2 11. Portfolio Standard Deviation Expected Return .30 A .35 .25 B .40 12. Beta 0 Portfolio Risk-free Market Expected Return .10 .18 .16 1.0 1.5 13. Portfolio Beta Risk-free Expected Return .10 .18 0 Market 1.0 .9 .16 14. Standard Deviation Expected Return .10 Portfolio Risk-free Market .18 0 .24 .22 .16 15. Standard Deviation Expected Return .10 Portfolio Risk-free Market 0 .24 .18 .16 .12 16. Portfolio Expected Return .10 Standard Deviation 0 Risk-free Market .18 .24 .20 .22