a. Which statement about the capital asset pricing model is correct? SML is the collection of investors' equilibrium portfolios. O b. All of the options are correct. . CML is the collection of investors' equilibrium portfolios. O d. The best combination of the risk-free asset and the market portfolio is tangent to the efficient frontier of risky securities. O e. Less risk averse investors' Sharpe ratios are larger than more risk averse investors' Sharpe ratios