$25.)$ Which of the following statements is FALSE?

A$)$ The expected return of a portfolio should correspond to the portfolio's beta.

B$)$ Graphically the line through the risk$-$free investment and the market portfolio is called the capital market line $($CML$).$

C$)$ The beta of a portfolio is the weighted average beta of the securities in the portfolio.

D$)$ By holding a negative beta security, an investor can reduce the overall market risk of her portfolio.