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 expected return beta a 15% 1.2 market 15% 1.0 b) portfolio expected return standard deviation a 20% 12% market 15% 20 c) portfolio expected return beta a 20% 1.2 market 15% 1.0 d) portfolio expected return beta a 30% 2.5 market 15% 1.0