The security market line (SML) shows the relationship between beta and expected return. The following graph shows stocks' betas (B) and expected returns (u): SML E A D M B 1 Assume that the CAPM holds and expectations of stocks' returns and betas are correctly measured. Which statement is NOT correct? O a. Stock A is underpriced. O b. Stock C has zero diversifiable risk. O c. Stock E has a zero excess return (a zero alpha). O d. The price of Stock D will fall, and the excess return of Stock D will rise. e. Rational investors should sell Stock B