Attempts Keep the Highest / 3 5. Problem 8.05 (Beta and Required Rate of Return) ebook A stock has a required return of 15%, the risk-free rate as 6%, and the market rask premium is 3%. What is the stock'n beta? Round your answer to two decimal places b. If the market nisk premium increased to 9%, what would happen to the stock's required ratt of return? Assume that the risk-free rate and the beta remain unchanged. Do not round intermediate calculations. Round your answer to two decimal places 1.1 th stocks beta is less than 1,0, then the change in required rate of return will be greater than the change in the market risk premium 11. If the stock's beta is greater than 1.0, then the change in required rate of return will be less than the change in the market risk promum. m. If the stock's beta is equal to 1.0, then the change in required rate of return will be greater than the change in the market risk premium IV. If the stock's beta a cual to 1.0, then the change in required rate of return will be less than the change in the market is premium V. I the stock's beta is greater than 1,0, then the change in required rate of return will be greater than the change in the market elk premium. Select New stock's required rate of return will be