In a CAPM equilibrium, the marginal price of risk for a risky security must be$...$

Select one:

a$.$ adjusted by its degree of nonsystematic risk.

b$.$ less than the marginal price of risk for the market portfolio.

c$.$ equal to the marginal price of risk for the market portfolio.

d$.$ greater than the marginal price of risk for the market portfolio.

e$.$ None of the options are correct.