6. Assume that the risk-free rate is 5%. Which of the following statements is CORRECT? A If a stock has a negative beta, its required return under the CAPM would be less than 5%. B If a stock's beta doubled, its required return under the CAPM would also double. C If a stock's beta doubled, its required return under the CAPM would more than double. D If a stock's beta were 1.0, its required return under the CAPM would be 5%. E If a stock's beta were less than 1.0, its required return under the CAPM would be less than 5%