Which of the Following Statements Is Correct

Multiple Choice

Which of the following statements is correct?

A) If the risk-free rate rises, then the market risk premium will also rise.
B) If a company's beta is halved, then its required return will also be halved.
C) If a company's beta doubles, then its required return will also double.
D) The slope of the security market line is equal to the market risk premium, (r_M - r_RF) .