If the simple CAPM is valid, which of the situations in Problems 1319 below are possible? Explain. Consider each situation independently. 13. Portfolio Expected Return Beta A 20% 1.4 B 25 1.2 15. Standard Deviation Portfolio Expected Return Risk-free 10% 0% Market 18 24 . 16 12 16. Standard Deviation Portfolio Expected Return Risk-free 10% 0% Market 18 24 20 22 17. Portfolio Expected Return Beta Risk-free 10% 0 Market 18 1.0 16 1.5 18. Portfolio Expected Return Beta Risk-free 10% 0 Market 18 1.0 A 16 0.9 19. Standard Deviation Portfolio Expected Return Risk-free 10% 0% Market 18 24 A 16 22