explanation and calculation, please.

sent, 9. Assume the CAPM is the correct model to calculate the cost of equity for stock "Trumpmania". Moreover, the following descriptive statistics are given: the variance of the return on the market index (market portfolio) is 4.4003612 and the covariance between the returns of Trumpmania and the market index returns equals 6.35. The variance of Trumpmania stock returns is 7.685. The expected return on the market portfolio equals 14.3% and the risk free rate is 4.9%. Which statement is false? A) The beta of Trumpmania is larger than 1.4. B) The Security Market Line (SML) is given by The beta of Trumpmania is smaller than 1.4. D) The expected return on Trumpmania can be calculated by the data given