Consider the model:

where $$is a dummy variable for a financial crisis. If $,$ how should this be interpreted?

A$.$

The market beta decreases by $0\mathrm{.}5$ during a financial crisis.

B$.$

The market beta increases by $0\mathrm{.}5$ during a financial crisis.

C$.$

The impact of market return is unchanged during a financial crisis.

D$.$

The stock return decreases by $0\mathrm{.}5\%$ during a financial crisis.