The expected return of the market (S&P500 index) is 10%. The return of the risk-free rate is 1%, and the beta of Santander stocks is equal to 1.2. The expected return of Santander, according the market, is 10%. Under the CAPM, this data suggests

Select one or more:

a. Santanders stock is correctly priced

b. Santanders stock is overpriced

c. There is not enough data for answering

d. Santanders stock is underpriced