Which statement is correct? A$.$ A portfolio that contains at least $30$ diverse individual securities will have a beta of $1\mathrm{.}0.$ B$.$ A portfolio that has a beta of $1\mathrm{.}12$ will lie to the right of the market portfolio on a security market line graph. C$.$ A risk$-$free security plots at the origin on a security market line graph. D$.$ Any portfolio that is correctly valued will have a beta of $1\mathrm{.}0.$ E$.$ An overpriced security will plot above the security market line.