The true value of the ABC stock is $30$ euros. Currently, the observed return on the stock in the market is $6\%,$ but we know that the stock's Alpha coefficient is $-1\%.$ Given this information, which statement is true?

A$.$ The observed market price of the ABC stock is higher than $30$ euros.

B$.$ The observed market price of the ABC stock is lower than $30$ euros.

C$.$ The Beta coefficient of the ABC stock is necessarily greater than $1.$

D$.$ The Beta coefficient of the ABC stock is necessarily less than $1.$

E$.$ The stock is fairly valued by the market.

F$.$ None of the above statements are correct.