The following assets are available to trade.

Asset	Expected return	Variance	Beta
T-bill	0.01	0	0
Stock1	0.14	0.25	1.3
Stock2	0.10	0.16	0.9
Market	0.11	0.09	?

Dr. Kim invests 40% of his portfolio in Stock1 and 60% in Stock2. Is Dr. Kims portfolio on the security market line (SML)?

Group of answer choices

Yes, Dr. Kims portfolio is on the SML.

No, Dr. Kims portfolio is above the SML.

Not enough information to answer.

No, Dr. Kims portfolio is below the SML.