Saved Help Save & Exit 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 Market Expected Return 13% 13% Beta 1.3 1.0 B) Portfolio Market Expected Return 16% 115 Standard Deviation 13% 215 C) Portfolio Expected Return 16% 115 Beta 1.3 1.0 Market D) D) Portfolio Market Expected Return 20.2% 13% Beta 1.9 1.0 Multiple Choice Option A Option B Optionc Option