Assume that the risk-free rate is 5%. which of the following statements is correct? a. if a stock's beta were less than 1.0, its required return under the capm would be less than 5%.b. if a stock's beta doubled, its required return under the capm would also double. c. if a stock's beta were 1.0, its required return under the capm would be 5%.d. if a stock has a negative beta, its required return under the capm would be less than 5%.e. if a stock's beta doubled, its required return under the capm would more than double.