The security market line (SML) shows the relationship between beta and expected return. The following graph shows stocks' betas (3) and expected returns (ul: Question 9 Not yea Marked ait of 1.no Flag question SML O. A Hm M B B 1 Assume that the CAPM holds and expectations of stocks' returns and betas are correctly measured. which statement is NOT correct? a. Stock A has less systematic risk than the market portfolio. b. Stock Bhas a negative excess return la negative alpha). C. Buying Stock E will load to a zero NPV. d. Stock C is underpriced. c. The price of Stock D will rise, and the excess return of Stock D will fall