The risk-free asset and portfolios and their loadings on the risk factors in the economy are available as follows. Zero values are given explicitly. Portfolio 1 2 E(r) A 0.0 1.5 0.09 B 1.1 2.3 0.248 C 0.9 0.0 0.09 F1 1.0 0.0 ? F2 0.0 1.0 ? Risk-free asset 0.0 0.0 0.0 Assuming A and C are correctly priced, where does portfolio B sit relative to the SML of this economy? Group of answer choicesNot enough information to answer this question. B is overpriced. B is underpriced. B is correctly priced.