Stock A has a beta = 0.8, while Stock B has a beta = 1.2. Which of the following statements is correct? If the marginal investor becomes more risk averse, the required return on Stock A will increase by more than the required return on Stock B. If the risk-free rate increases but the market risk premium remains constant, the required return on Stock A will increase by the same amount as the required return on stock B. Stock Bs required return is less than that of Stock A. An equally weighted portfolio of Stocks A and B will have a beta higher than 1.