Saved If 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 A Expected Return 14% Beta 1.2 Market 14% 1.0 B) Expected Standard Portfolio Return Deviation A 17% 12% Market 12% 20% C Expected Portfolio Return Beta A 17% 1.2 Market 12% 1.0 D) Expected Portfolio Return Betal A 23.0% 2.0 Market 14% 1.0