6) The beta of CBA is 0.8. The expected return on the market is 15% and the risk free rate is 5%. CBA is currently priced at $25. If the market predicts that CBA will pay a dividend of $0.50 at the end of this year when its price will end up at $30, CBA is lying

A. above the capital market line B. below the capital market line C. above the security market line D. below the security market line E. None of the above