Assume CAPM is a correct model, which of the following statement is correct? O a. The beta of an overpriced stock should be less than 1 O b. The expected return of an over-priced stock should lie below the SML Oc. The beta of a fairly priced stock should equal to 1 Od. The beta of an overpriced stock should be greater than 1 Oe. The expected return of a fairly priced stock should lie above the SML