Which of the following statements about the Capital Asset Pricing Model (CAPM) is TRUE: Select one: a. a stock that lies below the Security Market Line is more attractive to investors than a stock lies above the Security Market Line. b. a stock with a positive beta will have an expected return higher than the risk-free rate. c. the expected rate of return of a stock with a beta of zero is zero. d. in the world of CAPM with the risk-free rate, every investor holds a portfolio along the efficient frontier, but the exact portfolio the investor holds depends on the investor's personal utility function. e. all of the above