In the CAPM world, two securities, A and B, are priced efficiently, i.e., they fall on the SML. The expected return of A is 19%, and its beta is 1.6. The expected return of B is 15%, and its beta is 1.2. What is the slope of the SML? O A 0.08 OB.0.15 OC.0.16 O 0.01 O E 0,06