5 Stock A has a beta of 1.4 and a standard deviation of returns of 12%. Stock B has a beta of 1.1 and a standard deviation of returns of 12%. If the market risk premium (.e. the difference between the market risk and the risk-free return) increases, then: (10.01) A the required return on stock A will increase more than the required return on stock B. B. the required returns on stocks A and B will both increase by the same amount C. the required return on stock B will increase more than the required return on stock A. D. the required returns on stocks A and B will remain the same. OD