Which one of the following statements related to the security market line is correct?

Select one:

a. An underpriced security will plot below the security market line.

b. A security with a beta of 1.54 will plot on the security market line if it is correctly priced.

c. A portfolio with a beta of 0.93 will plot to the right of the overall market.

d. A security with a beta of 0.99 will plot above the security market line if it is correctly priced.

e. A risk-free security will plot at the origin.