Which is true regarding regression$-$based analyses of financial risk?

A$.$ The risk$-$return ratio need not be the same for every asset in an efficient market, because the slope

of any line tangent to the treasury yield curve changes.

B$.$ Assuming efficient markets, the error in a regression is ignored because it is diversifiable

C$)$ In practice, risk$-$return coordinates over long periods of time will probably have at least some

error since they probably won't be on the same perfectly straight line.

D$.$ More than one of the above is true.

E$.$ None of the above is true.