The security market line (SML) shows the relationship between beta and expected return. The following graph shows stocks' betas (B) and expected returns (): SML E A D um 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 E has more systematic risk than the market portfolio. O b. Stock B is underpriced. . C. The price of Stock A will rise, and the excess return of Stock A will fall. O d. Stock D has a negative excess return (a negative alpha). e. Rational investors should buy Stock C