Any help is greatly appreciated!!

The security market line (SML) shows the relationship between beta and expected return. The following graph shows stocks' betas () and expected returns (u): SML E U.... A D Um M B 1 1 Assume that the CAPM holds and expectations of stocks' returns and betas are correctly measured. Which statement is NOT correct? O a. The price of Stock D will fall, and the excess return of Stock D will rise. O b. Stock E has a zero excess return (a zero alpha). O c. Rational investors should sell Stock B. O d. Stock A is underpriced. O e. Stock C has zero diversifiable risk