Assume that CAPM holds. Which of the following statements is TRUE?

a)Beta indicates a stocks diversifiable risk

b)Two stocks with the same stand-alone risk must have the same betas

c)The slope of the security market line is given by the market risk premium

d)If the beta of a Stock doubles, then its required rate of return must also double

e)If the risk-free rate decreases, then the market risk premium must also decrease