Based upon the capital asset pricing model, an asset which has more systematic risk than the market:

a. Should earn a rate of return which places it on the security market line.

b.Will have a beta greater than 0 but less than 1.

c. Should have a reward-to-risk ratio which is greater than that of the market.

d. Should earn a rate of return which places it above the security market line.

e. Will earn a rate of return that is greater than the risk-free rate but less than the market rate.