(e) Two securities with the same standard deviations can have different betas. (f) Two securities that have the same correlation coefficients with the market portfolio will have the same betas. (g) The return on a share with a beta of zero is expected to vary directly with the return on the market portfolio. (h) The equation for the security market line when the expected return on the market is 15% and the risk-free rate is 6% is r = 9 + 6j. (i) A security lying above the security market line is currently overpriced