Help Save & Exit Submit 20 if the simple CAPM is vald and all portfolios are priced correctly, which of the situations below is possible? Consider each situation Independently, and assume the risk tree rate is 5% A) 00:14 Portfolio Market Expected Return 111 111 1.2 1.0 B) Expected Standard Portfolio Return Deviation 141 121 Market 98 200 Portfolio A Expected Return 14 Bote 1.2