of the simple CAPM is valid and all portfolios are priced correctly, which of the situations below is possible? Consider each situation independently, and assume the risk-free rate is 5%. A) Portfolio Market Expected Return 148 148 Beta 1.4 1.0 Portfolio Market Expected Standard Return Deviation 178 128 228 148 Portfolio A Market Expected Return 17% 12% Beta 1.4 1.0 D) Portfolio A Market Expected Return 21.2% 148 Beta 1.8 1.0 Multiple Choice Option C Option D Option B Option A