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According to the Capital Asset Pricing Model (CAPM), which one of the following statements is NOT true? O a. The expected rate of return of a security decreases proportionally with a decrease in the rate. O b. The expected rate of return of a security increases as its beta increases O c. The security market line is always upward sloping. O d. A fairly priced security has an alpha of zero. O e. In equilibrium, all securities lie on the security market line