In an Efficient Market,a Security with a Beta of 0

In an efficient market,a security with a beta of 0.98 will have a rate of return which lies:

A) on the SML just to the left of the market return
B) just below the security market line (SML) and to the left of the market return
C) above the SML just to the right of the market return
D) on the SML just to the right of the market return
E) just below the SML and to the right of the market return