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