The following are five IT stocks' statistical profilesthe risk-free rate is 1.1%.
201511-202010	FB	AAPL	AMZN	NFLX	GOOGL
Excess return (%)	21.7	31.2	34.8	35.5	17.0
Standard dev (%)	27.9	30.4	28.6	37.6	21.4
Sharpe ratio	0.78	1.03	1.22	0.94	0.79
Alpha (%)	2.7	7.0	8.9	13.4	3.3
Market beta	1.30	1.48	1.44	1.11	1.04
Size (SMB) beta	-0.19	-0.45	-0.32	0.06	-0.29
B/M (HML) beta	-0.36	-0.68	-0.90	-0.90	-0.14

According to the statistics, which of the following statements regarding the five stocks is true?
A	NFLX has the highest systematic risk
B	AAPL has the highest firm-specific risk
C	AMZN has the steepest capital allocation line slope
D	FB is mostly underpriced stock in terms of this factor model