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If the simple capm is valid and all portfolios are priced

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 18 % 0.9
Market 18 % 1.0

B)
Portfolio Expected
Return Standard
Deviation
A 21 % 9 %
Market 16 % 17 %

C)
Portfolio Expected
Return Beta
A 21 % 0.9
Market 16 % 1.0

D)
Portfolio Expected
Return Beta
A 27.1 % 1.7
Market 18 % 1.0
Option A
Option B
Option C
Option D

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Corporate Finance: If the simple capm is valid and all portfolios are priced

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