tock A has a beta $=0\mathrm{.}8,$ while Stock B has a beta $=1\mathrm{.}6.$ 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$.$ 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$.$

c$.$ Stock B$\text{'}$s required return is double that of Stock A$\text{'}$s$.$

d$.$ An equally weighted portfolio of Stocks A and B will have a beta lower than $1\mathrm{.}2.$

e$.$ 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$.$