Which of the following is true? O a. A positive Jensen alpha plots below the security market line. O b. The Sharpe ratio assumes that the only relevant risk is systematic risk. Oc. The overall performance of a portfolio is the total return above the risk-free rate. Od. The ranking of portfolios using the Sharpe and Treynor ratio is always different. Oe. A negative Treynor measure plots below the capital allocation line