QUESTION 5 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 20%, and its beta is 1.6. The expected return of B is 11%, and its beta is 0.7. What is the slope of the SML? O A. 0.1 OB. 0.2 OC. 0.08 O D.0.15 O E. 0.12