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