Moving to another question will save this response. Question 18 Which of the following statements is NOT correct? O US Treasury Bills have the lowest level of risk. Firm-specific risk can be diversified away by holding a well-diversified portfolio. O if a security's return is over the SML, it is underpriced. The linear relationship between risk and required rate of return is known as CAPM. O if a security's return plots over the SML, it is overpriced. A Moving to another question will save this response