Let A and B denote arbitrary stocks while RF and M represent the risk-free asset and the market portfolio respectively. Using the properties of the capital market line (CML) and/or the security market line (SML), determine whether the following scenarios are consistent or inconsis- tent with the CAPM. Explain your answers. A) Scenario 1: A has E[RA]=25% and betaA = 0.8 B has E[RB]=15% and betaB 1.2 B) Scenario: A has E[Ra]=25% and sigma(A) = 30% M has E[RM]=15% and sigma(M) = 30%