You discover an investment costing $2,000 which has an expected total return of 13% pa, but a required return of only 9% pa. Of the 13% pa total expected return, the capital return is expected to be 7% pa. Assume that the required return of 9% remains constant, the dividends can only be re-invested at 9% pa and all returns are given as effective annual rates. Which of the following statements is NOT correct? O a. When plotted on the Security Market Line, the investment would have a positive alpha. b. The investment's price at time t=20 would be $7,739.37 O c. The expected dividend return is 6% d. You would use a discount rate of 13% to find the NPV of this investment O e. The investment is currently under-priced