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

Portfolio E(r) Beta Standard Deviation A 11.4% 1.2 0.30 B 13.5%

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