I'm quite confuse with this problem and can anyone help me to solve it? hopefully provide some steps and explanation not just the answer, thanks!

Asset X, which has an expected return of 12% and a beta of.8, plots on the security market line. Which of the following is NOT correct when we know another risky asset Y has a beta of 1.4? O Choose one of the following answers If asset Y plots on the security market line, then asset Y and asset X have the same reward-to-risk ratio. Asset Y has more systematic risk than both asset X and the market portfolio. If asset Y plots on the security market line and has an expected return of 18% then the risk-free rate must be 5%. If asset Y plots on the security market line and has an expected return of 18% then the expected return on the market must be 14%