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