Stock A has a beta = 0.8, while Stock B has a beta = 1.6. Which of the following statements is CORRECT? a. stock B's required return is double that of stock A's. b. an equally weighted portfolio of Stock A and Stock B will have a beta less than 1.2. c. If market participants become more risk adverse, the required retune on Stock A will increase more than the required return of Stock B. d. if market participants become more risk adverse, the required return on stock B will increase more than the required return for Stock A. e. If the risk-free rate increases but the market risk premium remains constant, the required return on Stock A will increase by more than that on Stock B.