According to the CAPM, an security that has more systematic risk than the market: A) Should earn a rate of return which places it above the security market line. B) Should earn a rate of return which places it on the security market line. C) Should have a reward-to-risk ratio which is greater than that of the market. D) Will earn a rate of return that is greater than the risk-free rate but less than the market rate. E) Will have a beta greater than 0 but less than 1.