Stock A has a beta =0.8, while Stock B has a beta =1.6. Which of the following statements is correct? a. If the marginal investor becomes more risk averse, the required return on Stock B will increase by more than the required return on Stock A. b. Stock B's required return is double that of Stock A's. c. If the risk-free rate increases but the market risk premium remains constant, the required return on Stock A will increase by more than that on Stock B. d. An equally weighted portfolio of Stocks A and B will have a beta lower than 1.2