The Security Market Line $($SML$)$ plots

a$.$

Expected return on the vertical axis and covariance on the horizontal axis

b$.$

Expected return on the vertical axis and standard deviation on the horizontal axis

c$.$

The Sharpe ratio on the vertical axis and standard deviation on the horizontal axis

d$.$

Expected return on the vertical axis and beta on the horizontal axis

e$.$

The Sharpe ratio on the vertical axis and beta on the horizontal axis

f$.$

The Sharpe ratio on the vertical axis and covariance on the horizontal axis