The security market line (SML) shows the relationship between beta and expected return. The following graph shows stocks' betas (R) and expected returns (u): SML E 0. A D Um M re B B 1 Assume that the CAPM holds and expectations of stocks' returns and betas are correctly measured. Which statement is NOT correct? a. Stock A is underpriced. b. Stock C has zero diversifiable risk. c. Rational investors should sell Stock B. d. The price of Stock D will fall, and the excess return of Stock D will rise. e. Stock E has a zero excess return (a zero alpha)