A Question 29 Currently, the risk-free rate is 3% and the market risk premium is 5%. Given this information, which of the following statements is CORRECT? If a stock's beta doubles, its required return must also double If a stock has a negative beta, its required return must also be negative. An index fund with beta = 1.0 should have a required return greater than 8%. An index fund with beta = 1.0 should have a required return less than 8%. c D E An index fund with beta 1.0 should have a required return of 8%