The below security market line (SML) shows the relationship between beta and expected return. Assume that the CAPM holds and expectations of stocks' returns and betas are correctly measured. SML E A D um M B B 1 Which statement is NOT correct? a. Rational investors should sell Stock D. b. The price of Stock B should rise when investors realise it's mispriced. C. Stock C has the same systematic risk as the market portfolio. O d. Stock E is fairly priced. o e. Stock A has a positive excess return (a positive alpha)