Which of the Following Statements Is CORRECTσ

Multiple Choice

Which of the following statements is CORRECTσ

A) the slope of the security market line is beta.
B) any stock with a negative beta must in theory have a negative required rate of return, provided rrf is positive.
C) if a stock's beta doubles, its required rate of return must also double.
D) if a stock's returns are negatively correlated with returns on most other stocks, the stock's beta will be negative.
E) if a stock has a beta of to 1.0, its required rate of return will be unaffected by changes in the market risk premium.