Subr 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 Market Expected Return 166 168 Beta 1.1 1.0 B) Expected Standard Portfolio Return Deviation 198 118 Market 148 198 Portfolio A Market Expected Return 196 148 Beta 1.1 1.0 D) Portfolio Expected Return 21.58 16 Beta 1.5 1.0 Market