Consider the following information:

$\backslash$table$[[$Portfolio Expected Return,Beta,$],[$Risk$-$free,$11\%,0],[$Market$,13\mathrm{.}6,1\mathrm{.}0],[A,11\mathrm{.}6,0\mathrm{.}8]]$

a$.$ Calculate the expected return of portfolio A with a beta of $0\mathrm{.}8.$

b$.$ What is the alpha of portfolio $A.$

c$.$ If the simple CAPM is valid, is the above situation possible?