Save & Exit Submit 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 Market Expected Return 208 208 Beta 0.7 1.0 B Portfolio Market Expected Standard Return Deviation 238 79 188 158 C) Portfolio Market Expected Return 234 Beta 0.7 1.0 180 D) Expected Return Portfolio A Market Beta 1.9 200 1.0