Based Upon the Capital Asset Pricing Model, an Asset Which

Multiple Choice

Based upon the capital asset pricing model, an asset which has more systematic risk than the market:

A) Will earn a rate of return that is greater than the risk-free rate but less than the market rate.
B) Will have a beta greater than 0 but less than 1.
C) Should have a reward-to-risk ratio which is greater than that of the market.
D) Should earn a rate of return which places it on the security market line.
E) Should earn a rate of return which places it above the security market line.