Explain the relationship between Jensen's alpha and the security market line (SML) of the capital asset pricing

Question:

Explain the relationship between Jensen's alpha and the security market line (SML) of the (CAPM).

Capital Asset Pricing Model
The Capital Asset Pricing Model (CAPM) describes the relationship between systematic risk and expected return for assets, particularly stocks. The CAPM is a model for pricing an individual security or portfolio. For individual securities, we make use of the security market line (SML) and its...