What is correct?

expected return

a. Asset A is overvalued and asset B is undervalued. b. The demand for asset A decreases and the demand for asset B increases. c. The expected return on asset A increases and the expected return on asset B decreases. d. If you short-sell asset A and invest in asset B, you can make an excess profit. Arbitrage trading is terminated on the stock market line to achieve equilibrium. e. The beta coefficient of asset A must be less than 1.

SML M B It BA BM=1 BB