Which of the Following Statements Is Most Correct

Multiple Choice

Which of the following statements is most correct?

A) The slope of the security market line is beta.
B) A stock with a negative beta must have a negative required rate of return.
C) If a stock's beta doubles its required rate of return must double.
D) If a stock has a beta equal to 1.0, its required rate of return will be unaffected by changes in the market risk premium.
E) None of the above statements is correct.