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.