QUESTION 48 Assuming that the S&P500 average annual return is 15% with a beta of 1, the risk-free rate is 5%, and Asset X has an average annual return of 21% with a beta of 1.5, then Asset X O A. Lies above the Capital Market Line. OB. Lies above the Security Market Line. O C. Lies below the Security Market Line. OD. Lies below the Capital Market Line.