An analyst does research aboutthe capital
题型：单项选择题
问题：
An analyst does research aboutthe capital asset pricing model (CAPM) and the security market line (SML). With respect to the CAPM and SML, if a security has a beta of 1.3, that security should:（）
A. plot above the security market line.
B. have an above average risk premium.
C. have above average unsystematic risk.