Which of the Following Statements Regarding the Security Market Line

Multiple Choice

Which of the following statements regarding the security market line is NOT true?

A) illustrates how required return relates to risk at any particular time.
B) shows the market portfolio's risk premium or any stock's risk premium.
C) is similar to the capital market line except risk is characterized by the standard deviation instead of beta.
D) can be used to show the relationship between risk and return for any stock or portfolio.