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Portfolio E(r) Beta A 11.4% 1.2 Standard Deviation 0.30 B 13.5% 1.5 0.375 Market Risk-free 10% 3% 1 0.25 0 Given only the information

Portfolio E(r) Beta A 11.4% 1.2 Standard Deviation 0.30 B 13.5% 1.5 0.375 Market Risk-free 10% 3% 1 0.25 0 Given only the information in the table above, which of the following portfolios are inconsistent with the CAPM in its purest form?

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