The following table shows risk and return measures for two portfolios. Standard Deviation Beta Portfolio R S&P 500 Average Annual Rate of Return 11% 14% 10% 12% 0.5 1.0 26. When plotting portfolio R on the preceding table relative to the SML, portfolio R lies: a. On the SML. b. Below the SML. c. Above the SML d. Insufficient data given. 27. When plotting portfolio R relative to the capital market line, portfolio R lies: a. On the CML. b. Below the CML c. Above the CML. d. Insufficient data given